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Pricer Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.89% (-3.11%)
Analysis last updated: Tuesday, February 17, 2026 at 08:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pricer Ab S0GARCH
paramt-stat
ω1.25666.68
α0.19676.17
β0.48306.37
γ1-0.0577-0.98
γ20.00110.01
γ30.19092.18
γ4-0.2794-3.25
γ50.21483.14
γ6-0.0746-1.36
γ70.04920.97
γ8-0.0587-1.08
γ9-0.0042-0.10
Estimation Period:
Aug 20, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts