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V-Lab

Quadient Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.65% (+1.44%)
Analysis last updated: Thursday, February 12, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Quadient S0GARCH
paramt-stat
ω1.81186.21
α0.10015.32
β0.710914.07
γ1-0.0377-0.40
γ20.00600.04
γ30.23982.38
γ4-0.4365-3.46
γ50.41242.67
γ6-0.2534-2.08
γ70.06510.68
γ80.00850.07
γ9-0.0439-0.31
γ100.07250.59
Estimation Period:
Feb 22, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts