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Pasupati Acrylon Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.66% (+22.82%)
Analysis last updated: Friday, February 13, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pasupati Acrylon S0GARCH
paramt-stat
ω0.85189.34
α0.13717.76
β0.712819.13
γ1-0.0484-1.28
γ2-0.0800-1.38
γ30.21384.69
γ4-0.0978-2.03
γ50.08191.54
γ6-0.1833-3.30
γ70.21354.19
γ8-0.1592-3.06
γ90.08181.75
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts