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V-Lab

L.D.C. S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.39% (+0.16%)
Analysis last updated: Saturday, February 7, 2026 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of L.D.C. S.A. SGARCH
paramt-stat
ω0.87595.75
α0.28677.36
β0.42598.65
γ1-0.0903-1.13
γ20.03630.31
γ30.04740.66
γ40.06991.03
γ5-0.1641-2.64
γ60.25483.82
γ7-0.2135-2.37
γ80.02650.25
γ90.09131.03
γ10-0.1346-1.48
Estimation Period:
Nov 23, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts