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V-Lab

Integrated Capital Services Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:79.73% (-0.51%)
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 SGARCH
paramt-stat
ω1.26682.43
α0.16586.48
β0.757418.79
γ11.83482.10
γ2-1.8916-1.59
γ3-1.4677-1.72
γ43.40923.14
γ5-2.4460-1.92
γ60.24040.22
γ70.52020.60
γ8-0.4734-0.63
γ91.03691.26
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts