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V-Lab

Oxford Metrics PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.03% (-0.41%)
Analysis last updated: Tuesday, February 10, 2026 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oxford Metrics PLC S0GARCH
paramt-stat
ω1.02054.84
α0.07983.57
β0.64876.60
γ10.27501.11
γ2-0.6381-1.68
γ30.55181.83
γ4-0.3826-1.34
γ50.35811.54
γ60.00020.00
γ7-0.3896-1.39
γ80.28201.08
γ90.06710.33
γ10-0.2365-1.50
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts