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SPAC & New Issue ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.65% (-0.02%)
Analysis last updated: Friday, February 13, 2026 at 10:57 PM UTC
Date Range:

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to

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1Y ·

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graph of SPAC & New Issue ETF SGARCH
paramt-stat
ω5.23943.27
α0.35553.38
β0.50544.88
γ110.88113.27
γ2-12.5386-2.02
γ36.43011.14
γ4-12.9134-2.33
γ515.77442.50
γ6-11.8997-1.94
γ75.07231.19
γ8-5.3231-1.38
Estimation Period:
Dec 16, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts