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V-Lab

Hub Girisim Sermay Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.36% (-11.44%)
Analysis last updated: Thursday, February 12, 2026 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hub Girisim Sermay SGARCH
paramt-stat
ω0.35523.93
α0.17896.43
β0.603911.66
γ1-0.3573-0.69
γ20.49300.55
γ3-0.8375-1.09
γ42.08493.30
γ5-2.5360-5.96
γ61.41703.75
γ70.07670.22
γ8-0.9062-2.76
γ91.34293.31
Estimation Period:
Aug 10, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts