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V-Lab

Hepsor As Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.74% (-1.50%)
Analysis last updated: Thursday, February 12, 2026 at 08:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Hepsor As SGARCH
paramt-stat
ω1.94653.77
α0.38405.17
β0.09791.24
γ113.20803.00
γ2-21.0064-3.38
γ312.51263.05
γ4-2.9526-0.66
γ5-3.8851-0.81
γ61.21950.30
γ77.04631.70
γ8-15.6467-2.81
γ914.83812.03
Estimation Period:
Nov 26, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts