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Modella Woollens Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.49% (-1.31%)
Analysis last updated: Friday, February 6, 2026 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Modella Woollens S0GARCH
paramt-stat
ω0.26361.25
α0.13585.28
β0.62688.35
γ1-0.8904-0.53
γ21.33000.59
γ3-0.9589-0.95
γ40.92361.24
γ5-0.7181-1.09
γ60.83481.29
γ7-0.3291-0.59
γ8-1.4027-3.08
γ91.98245.19
γ10-0.9029-3.88
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts