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V-Lab

Northern Data Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.15% (-0.82%)
Analysis last updated: Saturday, February 7, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northern Data Ag S0GARCH
paramt-stat
ω0.96044.08
α0.17684.96
β0.53016.09
γ10.54880.72
γ2-0.0939-0.08
γ3-1.9760-2.40
γ42.91504.06
γ5-2.2571-2.42
γ61.45071.58
γ7-0.8695-1.32
γ80.09990.16
γ90.43100.67
γ10-0.2520-0.53
Estimation Period:
Apr 1, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts