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V-Lab

Immorente Invest Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.26% (+0.76%)
Analysis last updated: Wednesday, February 11, 2026 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Immorente Invest SGARCH
paramt-stat
ω0.67762.89
α0.23515.76
β0.58738.76
γ1-2.0291-0.73
γ24.26621.07
γ3-6.1436-2.63
γ47.23613.42
γ5-4.0635-1.96
γ6-1.5986-0.81
γ75.67102.89
γ8-7.0756-3.55
γ99.57664.11
γ10-18.3572-4.71
Estimation Period:
May 14, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts