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V-Lab

Rigolleau Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.79% (-0.51%)
Analysis last updated: Friday, February 13, 2026 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rigolleau S0GARCH
paramt-stat
ω1.69954.42
α0.08176.16
β0.880646.08
γ10.10770.66
γ2-0.3114-1.28
γ30.28191.87
γ40.03880.26
γ5-0.0729-0.42
γ6-0.3061-1.66
γ70.55902.55
γ8-0.5484-2.11
γ90.52232.60
γ10-0.4187-3.72
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts