Skip to main content
V-Lab

Premium Globl Incm Splt Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.38% (-1.10%)
Analysis last updated: Friday, February 13, 2026 at 12:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premium Globl Incm Splt Corp S0GARCH
paramt-stat
ω0.27614.53
α0.15937.95
β0.805244.19
γ1-0.6811-2.39
γ21.56653.16
γ3-1.4979-3.41
γ40.81052.27
γ5-0.5319-1.85
γ60.48311.68
γ70.21320.58
γ8-1.2787-3.06
γ91.51005.44
Estimation Period:
Feb 17, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts