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V-Lab

International Travel House Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.90% (+4.08%)
Analysis last updated: Thursday, February 12, 2026 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Travel House S0GARCH
paramt-stat
ω0.70305.21
α0.16826.13
β0.52287.99
γ1-0.6357-4.88
γ20.71923.74
γ30.15441.19
γ4-0.4829-3.98
γ50.39382.93
γ6-0.1006-0.81
γ7-0.1734-1.70
γ80.09971.02
γ90.08531.13
Estimation Period:
May 29, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts