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Holding Varna AD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:203.36% (-69.27%)
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 SGARCH
paramt-stat
ω2.97415.10
α0.16374.61
β0.48914.83
γ10.71852.84
γ2-0.6907-1.82
γ3-0.2100-0.73
γ40.20910.78
γ5-0.0316-0.14
γ60.12690.61
γ7-0.5958-2.41
γ80.98393.35
γ9-1.1321-2.67
γ103.35832.84
Estimation Period:
Sep 30, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts