Skip to main content
V-Lab

Mensch & Maschine Software Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.50% (-1.98%)
Analysis last updated: Saturday, February 7, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mensch & Maschine Software SGARCH
paramt-stat
ω2.11447.50
α0.14118.06
β0.711020.69
γ10.15513.11
γ2-0.2710-3.41
γ30.21493.98
γ4-0.2000-4.64
γ50.22425.99
γ6-0.1923-5.72
γ70.07912.26
γ8-0.0434-0.81
Estimation Period:
Jul 18, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts