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Paul Hartmann Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.06% (+6.91%)
Analysis last updated: Friday, February 13, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paul Hartmann Ag S0GARCH
paramt-stat
ω0.57744.59
α0.17988.19
β0.669018.87
γ10.24593.34
γ2-0.3535-3.29
γ30.14072.01
γ4-0.0611-0.83
γ50.05900.82
γ6-0.0689-1.21
γ70.02300.45
γ80.01200.25
γ90.07091.65
γ10-0.1091-3.48
Estimation Period:
Jul 25, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts