Skip to main content
V-Lab

Quality & Reliability Abee Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.30% (-0.86%)
Analysis last updated: Saturday, February 14, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Quality & Reliability Abee S0GARCH
paramt-stat
ω0.62143.76
α0.11136.72
β0.797226.32
γ10.14211.27
γ2-0.2532-1.55
γ30.16891.58
γ4-0.1704-1.74
γ50.22182.16
γ6-0.1395-1.16
γ7-0.0464-0.35
γ80.14971.30
γ9-0.0778-1.17
Estimation Period:
Jan 31, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts