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Middle East Specia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.98% (-0.12%)
Analysis last updated: Friday, February 6, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Middle East Specia S0GARCH
paramt-stat
ω2.19155.90
α0.11557.09
β0.822431.20
γ10.27333.31
γ2-0.4095-3.22
γ30.26452.96
γ4-0.2483-2.99
γ50.20442.37
γ6-0.0962-1.25
γ7-0.0042-0.08
Estimation Period:
Dec 8, 2007 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts