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V-Lab

Synthetica Ad-Sofia Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:345.99% (-13.78%)
Analysis last updated: Thursday, January 29, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Synthetica Ad-Sofia SGARCH
paramt-stat
ω0.66402.70
α0.06661.97
β0.899922.50
γ12.01842.07
γ2-3.9059-2.62
γ33.38492.30
γ4-2.8350-1.53
γ52.46481.33
γ6-1.4813-1.30
γ70.29210.36
γ80.80120.73
γ9-1.7192-1.09
γ104.30041.47
Estimation Period:
May 20, 2013 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts