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Notion Vtec BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.28% (-1.39%)
Analysis last updated: Sunday, February 8, 2026 at 02:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Notion Vtec BHD SGARCH
paramt-stat
ω0.55834.58
α0.09325.39
β0.835925.41
γ1-0.0083-0.03
γ2-0.1658-0.41
γ30.18470.59
γ40.08940.27
γ5-0.0564-0.17
γ6-0.1051-0.36
γ70.09110.56
γ8-0.2021-0.98
γ90.57651.72
γ10-1.2458-2.20
Estimation Period:
Jun 7, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts