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V-Lab

Ray Sigorta Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.51% (-3.90%)
Analysis last updated: Sunday, February 15, 2026 at 03:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ray Sigorta SGARCH
paramt-stat
ω1.29536.33
α0.24339.14
β0.602616.66
γ1-0.0975-1.72
γ20.11881.38
γ30.03080.46
γ4-0.1446-2.06
γ50.16512.19
γ6-0.0494-0.67
γ7-0.0817-1.26
γ80.13831.91
γ9-0.3376-3.64
Estimation Period:
Aug 14, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts