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Holding Varna AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:176.50% (-67.63%)
Analysis last updated: Saturday, February 7, 2026 at 08:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Holding Varna AD S0GARCH
paramt-stat
ω2.93595.08
α0.15634.37
β0.49984.70
γ10.70992.81
γ2-0.6829-1.80
γ3-0.1999-0.70
γ40.17610.66
γ50.04540.20
γ6-0.0488-0.23
γ7-0.1839-0.69
γ80.00150.00
γ91.35562.06
γ10-1.9414-2.81
Estimation Period:
Sep 30, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts