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V-Lab

Speedy Ad-Sofia Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:124.71% (-1.67%)
Analysis last updated: Thursday, February 12, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Speedy Ad-Sofia SGARCH
paramt-stat
ω0.31953.03
α0.07203.53
β0.820017.37
γ10.34100.65
γ2-1.0570-1.42
γ30.89831.73
γ40.09850.16
γ5-0.9383-1.45
γ61.39662.49
γ7-1.1517-2.25
γ80.73561.36
γ9-1.0699-1.51
γ103.21821.99
Estimation Period:
Nov 14, 2012 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts