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V-Lab

Integrated Capital Services Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.35% (-0.35%)
Analysis last updated: Thursday, February 12, 2026 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Integrated Capital Services S0GARCH
paramt-stat
ω1.25822.40
α0.16696.51
β0.758419.09
γ11.80532.05
γ2-1.8552-1.54
γ3-1.4713-1.71
γ43.40253.12
γ5-2.4577-1.91
γ60.30320.27
γ70.37140.43
γ8-0.1315-0.18
γ90.04770.10
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts