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V-Lab

Purpose Dvrsified Real Asset Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.54% (+0.10%)
Analysis last updated: Thursday, February 12, 2026 at 01:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Purpose Dvrsified Real Asset SGARCH
paramt-stat
ω0.58011.84
α0.01060.99
β0.954619.24
γ10.33260.31
γ2-1.3280-0.87
γ31.61261.98
γ4-0.3802-0.54
γ5-0.6578-0.97
γ60.80831.76
γ7-1.0853-3.41
γ81.38953.81
γ9-0.9251-1.62
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts