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V-Lab

QUESTE FPO Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:350.67% (-32.06%)
Analysis last updated: Tuesday, January 20, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of QUESTE FPO SGARCH
paramt-stat
ω10.88124.13
α0.512959.94
β0.486255.54
γ1-0.0446-0.02
γ21.01320.39
γ3-3.8031-2.12
γ45.85832.40
γ5-39.5707-8.82
γ6110.584015.37
γ7-122.0665-15.44
γ863.916212.26
γ9-26.4456-6.06
γ1022.00233.85
Estimation Period:
Nov 11, 1998 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts