Skip to main content
V-Lab

Barings Corporate Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.74% (-0.46%)
Analysis last updated: Friday, February 6, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Barings Corporate Investors S0GARCH
paramt-stat
ω1.05047.89
α0.12877.84
β0.755724.86
γ1-0.0078-0.22
γ20.08351.51
γ3-0.1162-2.57
γ40.01690.45
γ50.10783.50
γ6-0.2227-7.46
γ70.22897.04
γ8-0.1082-3.01
γ90.05351.38
γ10-0.0683-2.21
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts