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Transformers & Rectifires In Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.49% (-11.34%)
Analysis last updated: Thursday, February 12, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Transformers & Rectifires In SGARCH
paramt-stat
ω1.28726.47
α0.15525.92
β0.590710.31
γ1-0.2954-1.25
γ20.70511.96
γ3-0.5388-2.35
γ40.18570.92
γ5-0.2632-1.39
γ60.53072.78
γ7-0.5800-2.97
γ80.39581.89
γ9-0.3952-1.83
γ100.74952.39
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts