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Omnia Hldgs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.47% (-3.49%)
Analysis last updated: Friday, February 13, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Omnia Hldgs S0GARCH
paramt-stat
ω0.91246.14
α0.11875.79
β0.780422.60
γ1-0.0678-0.70
γ2-0.0038-0.03
γ30.24932.37
γ4-0.3115-2.38
γ50.30662.14
γ6-0.4118-2.85
γ70.34042.66
γ8-0.0929-1.16
Estimation Period:
Jul 11, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts