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V-Lab

Solidere Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:38.88% (-1.27%)
Analysis last updated: Sunday, November 9, 2025 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Solidere SGARCH
paramt-stat
ω0.93295.07
α0.34629.10
β0.461811.60
γ10.24622.62
γ2-0.5238-3.79
γ30.48264.47
γ4-0.3610-3.59
γ50.22292.58
γ6-0.0211-0.20
γ7-0.0106-0.09
γ8-0.1526-1.31
γ90.18871.49
γ10-0.0325-0.19
Estimation Period:
Apr 15, 1997 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts