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Sonmez Filament Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.79% (-0.61%)
Analysis last updated: Thursday, February 12, 2026 at 12:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonmez Filament S0GARCH
paramt-stat
ω1.33526.66
α0.25629.90
β0.588815.99
γ10.01100.26
γ2-0.0823-1.29
γ30.17033.55
γ4-0.1892-3.63
γ50.16692.72
γ6-0.1072-1.77
γ70.04420.87
γ8-0.0245-0.75
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts