Skip to main content
V-Lab

Global Equity Income Share Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.20% (-1.26%)
Analysis last updated: Thursday, February 12, 2026 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global Equity Income Share S0GARCH
paramt-stat
ω1.66695.25
α0.15846.39
β0.707817.94
γ1-0.2737-1.26
γ20.17330.53
γ30.60712.63
γ4-0.9017-3.52
γ50.78653.05
γ6-0.7551-3.09
γ70.56841.91
γ8-0.1091-0.32
γ9-0.2566-1.07
Estimation Period:
Dec 4, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts