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Mozaffar Hossain Spinning Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:55.64% (+10.12%)
Analysis last updated: Friday, February 6, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mozaffar Hossain Spinning S0GARCH
paramt-stat
ω2.20420.19
α0.56355.04
β0.4281154.03
γ1-1.7879-0.86
γ22.08730.82
γ3-0.0133-0.02
γ4-0.6126-0.73
γ5-0.0007-0.00
γ62.55711.35
γ7-43.3094-15.62
γ8129.984650.41
γ9-153.4861-46.77
γ1079.265524.12
Estimation Period:
Jan 21, 2014 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts