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V-Lab

ITF Group AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.21% (-1.97%)
Analysis last updated: Thursday, February 12, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of ITF Group AD S0GARCH
paramt-stat
ω4.96871.63
α0.05120.83
β0.55771.01
γ1187.69994.53
γ2-218.5797-3.00
γ310.79540.21
γ432.04700.70
γ5-13.8763-0.24
γ616.43500.30
γ7-20.6301-0.37
γ8-25.1185-0.43
γ994.48292.09
γ10-98.2664-2.93
Estimation Period:
Nov 21, 2023 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts