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V-Lab

Ctac NV Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 17th, 2026

1 Day

24.28%

unchanged at 0.00%

1 Week

24.28%

unchanged at 0.00%

1 Month

24.29%

increased by 0.01%

Analysis last updated: Wednesday, June 17, 2026 at 07:54 PM UTC

Date Range:

from

to

6M ·

All

graph of Ctac NV SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time