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V-Lab

International Travel House Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.69% (+4.51%)
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 SGARCH
paramt-stat
ω0.69805.15
α0.16876.22
β0.52588.23
γ1-0.6433-4.91
γ20.72773.77
γ30.15591.20
γ4-0.4881-4.01
γ50.39582.94
γ6-0.0921-0.73
γ7-0.2029-1.88
γ80.17421.37
γ9-0.1247-0.62
Estimation Period:
May 29, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts