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V-Lab

Solvalor Fund Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.25% (-0.30%)
Analysis last updated: Tuesday, February 10, 2026 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Solvalor Fund Management S0GARCH
paramt-stat
ω0.83265.21
α0.19137.48
β0.628714.90
γ10.27581.11
γ2-0.5368-1.46
γ30.42101.80
γ4-0.1886-0.85
γ50.02960.14
γ60.06080.35
γ7-0.2292-1.64
γ80.40883.10
γ9-0.5485-3.65
γ100.46413.72
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts