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Paul Hartmann Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.98% (-4.50%)
Analysis last updated: Saturday, February 14, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paul Hartmann Ag SGARCH
paramt-stat
ω0.59144.67
α0.17938.11
β0.669018.64
γ10.26633.63
γ2-0.3904-3.67
γ30.17152.48
γ4-0.0864-1.20
γ50.07851.12
γ6-0.0838-1.50
γ70.03410.68
γ80.00090.02
γ90.09401.87
γ10-0.1691-2.25
Estimation Period:
Jul 25, 1991 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts