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V-Lab

Altamir Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.49% (-0.50%)
Analysis last updated: Friday, February 13, 2026 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Altamir S0GARCH
paramt-stat
ω1.28022.10
α0.09397.27
β0.871537.05
γ10.01000.04
γ2-0.1806-0.56
γ30.43773.15
γ4-0.4689-3.43
γ50.23551.77
γ60.02350.19
γ7-0.0364-0.27
γ8-0.1201-0.77
γ90.16340.95
γ10-0.0672-0.57
Estimation Period:
Jan 9, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts