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V-Lab

Pricer Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.24% (-3.01%)
Analysis last updated: Thursday, February 12, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pricer Ab SGARCH
paramt-stat
ω1.24716.69
α0.19266.17
β0.49316.48
γ1-0.0609-1.04
γ20.00350.04
γ30.19592.23
γ4-0.2901-3.37
γ50.22843.33
γ6-0.0896-1.62
γ70.06781.27
γ8-0.0902-1.29
γ90.07350.63
Estimation Period:
Aug 20, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts