Skip to main content
V-Lab

FII REC REND Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, June 9th, 2026

1 Day

12.78%

increased by 0.44%

1 Week

13.75%

increased by 1.41%

1 Month

15.08%

increased by 2.74%

Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FII REC REND S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.59984.60
α0.21042.73
β0.61637.27
γ1-4.6034-2.81
γ26.27792.31
γ3-0.7555-0.30
γ4-3.6539-1.63
γ56.75752.54
γ6-9.1723-2.65
γ710.59043.15
γ8-9.8803-4.36
γ96.15384.51
Estimation Period:
Apr 29, 2019 to Jun 5, 2026