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National Foods Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.45% (-0.01%)
Analysis last updated: Sunday, February 8, 2026 at 02:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Foods S0GARCH
paramt-stat
ω1.841312.53
α0.216010.29
β0.502610.96
γ10.21064.18
γ2-0.2682-3.38
γ30.04070.64
γ40.11821.82
γ5-0.2612-3.60
γ60.34064.21
γ7-0.2648-4.29
Estimation Period:
Sep 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts