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V-Lab

ITF Group AD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1,459.49% (-0.08%)
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 SGARCH
paramt-stat
ω6.04531.62
α0.04560.92
β0.52940.77
γ1159.29996.42
γ2-213.3697-5.48
γ362.45971.97
γ4-5.0512-0.16
γ54.37500.18
γ6-20.1432-0.94
γ79.65230.31
γ871.68041.68
Estimation Period:
Nov 21, 2023 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts