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Net Holding As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.04% (-0.21%)
Analysis last updated: Sunday, February 8, 2026 at 03:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Net Holding As S0GARCH
paramt-stat
ω1.41587.16
α0.14678.93
β0.730320.72
γ10.03940.72
γ2-0.0988-1.13
γ30.06190.90
γ40.05180.78
γ5-0.1591-2.19
γ60.19402.20
γ7-0.0917-0.91
γ80.07620.72
γ9-0.1967-2.24
γ100.16633.47
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts