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V-Lab

Nexity Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.90% (-3.99%)
Analysis last updated: Tuesday, February 10, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nexity S0GARCH
paramt-stat
ω1.34087.19
α0.14744.89
β0.685712.89
γ1-0.5664-3.55
γ21.04413.98
γ3-0.8114-4.08
γ40.53312.68
γ5-0.2658-1.21
γ60.19380.78
γ7-0.2964-1.33
γ80.38802.14
γ9-0.3130-1.58
γ100.04470.27
Estimation Period:
Mar 10, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts