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Broadpeak SACA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.83% (-0.36%)
Analysis last updated: Friday, February 13, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Broadpeak SACA SGARCH
paramt-stat
ω0.32212.42
α0.34974.68
β0.24472.10
γ10.73460.06
γ2-15.0464-0.87
γ333.40333.30
γ4-28.9633-3.08
γ54.61730.44
γ613.97851.36
γ7-8.4500-0.99
γ8-7.2620-1.06
γ913.57431.13
Estimation Period:
Jul 26, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts