Skip to main content
V-Lab

Spritzer BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.76% (-1.90%)
Analysis last updated: Tuesday, February 10, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Spritzer BHD S0GARCH
paramt-stat
ω1.71124.05
α0.16236.81
β0.52547.29
γ10.09220.65
γ2-0.1945-0.94
γ30.17031.23
γ4-0.1398-1.23
γ50.11091.07
γ60.09090.71
γ7-0.3525-2.53
γ80.49694.45
γ9-0.4193-5.81
Estimation Period:
Aug 19, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts