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V-Lab

SPAC & New Issue ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.62% (-0.13%)
Analysis last updated: Thursday, February 12, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of SPAC & New Issue ETF S0GARCH
paramt-stat
ω5.58963.41
α0.33723.99
β0.51295.65
γ115.87573.07
γ2-21.1275-2.38
γ314.62452.15
γ4-18.7747-3.05
γ511.98412.40
γ61.37490.29
γ7-8.6448-1.17
γ84.66850.61
γ91.39010.33
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts