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V-Lab

HT5 AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.64% (+3.96%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HT5 AG SGARCH
paramt-stat
ω0.78463.74
α0.14576.68
β0.703414.97
γ10.26420.83
γ2-0.6166-1.39
γ30.54212.26
γ40.03620.18
γ5-0.5282-3.25
γ60.70083.17
γ7-0.9492-3.38
γ80.99813.75
γ9-0.3766-1.63
γ10-0.7963-1.82
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts