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V-Lab

CI Energy Giants Coverd Call Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.26% (+0.29%)
Analysis last updated: Saturday, February 7, 2026 at 01:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CI Energy Giants Coverd Call SGARCH
paramt-stat
ω0.81993.87
α0.08942.91
β0.794914.76
γ1-1.8489-3.33
γ22.84093.21
γ3-1.2763-2.02
γ40.80911.61
γ5-1.2865-2.45
γ61.27332.58
γ7-1.2837-3.04
γ81.83513.41
γ9-2.2913-2.14
Estimation Period:
Feb 10, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts