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Investor.Bg Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:410.49% (-56.26%)
Analysis last updated: Thursday, February 5, 2026 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Investor.Bg SGARCH
paramt-stat
ω1.51995.99
α0.13764.03
β0.762813.90
γ1-0.6218-2.54
γ21.39873.30
γ3-1.4053-3.75
γ40.95762.41
γ5-0.5939-1.35
γ60.55471.09
γ7-0.5886-0.97
γ80.76400.97
γ9-1.7778-2.16
γ104.82354.85
Estimation Period:
Nov 14, 2006 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts