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Tk-Hold AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:286.98% (-31.64%)
Analysis last updated: Friday, February 6, 2026 at 07:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tk-Hold AD S0GARCH
paramt-stat
ω1.04444.94
α0.11323.83
β0.805413.88
γ1-0.1470-0.49
γ20.00780.02
γ30.44821.03
γ4-0.9786-1.91
γ51.39832.46
γ6-1.1627-1.83
γ71.07391.43
γ8-0.9800-1.55
γ90.25150.58
Estimation Period:
Apr 29, 2008 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts