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V-Lab

Trace Group Hold AD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:96.08% (-3.02%)
Analysis last updated: Friday, February 13, 2026 at 07:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trace Group Hold AD SGARCH
paramt-stat
ω2.52545.90
α0.15106.07
β0.650112.93
γ10.48464.82
γ2-0.7034-4.83
γ30.34903.94
γ4-0.1342-1.53
γ5-0.0350-0.34
γ60.02930.20
γ70.34360.90
Estimation Period:
Sep 12, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts