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Dimensions Jordan And Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:199.90% (-7.56%)
Analysis last updated: Friday, February 6, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dimensions Jordan And S0GARCH
paramt-stat
ω1.27378.45
α0.05484.40
β0.903328.04
γ1-0.0046-0.02
γ20.01710.06
γ3-0.0045-0.02
γ4-0.0237-0.09
γ50.01610.05
γ6-0.1316-0.32
γ70.73111.30
γ8-1.3891-1.75
γ91.73021.88
γ10-1.5200-2.04
Estimation Period:
Dec 12, 2008 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts