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V-Lab

Nahar Spinning Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.48% (-8.60%)
Analysis last updated: Sunday, February 8, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nahar Spinning SGARCH
paramt-stat
ω1.66665.66
α0.16016.94
β0.650215.87
γ10.05451.08
γ2-0.0599-0.83
γ30.05240.95
γ4-0.1472-2.13
γ50.21323.13
γ6-0.2000-3.58
γ70.14713.10
γ8-0.0999-2.27
γ90.04400.73
Estimation Period:
Sep 22, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts