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Techstep Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.60% (-2.93%)
Analysis last updated: Friday, February 6, 2026 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Techstep Asa S0GARCH
paramt-stat
ω1.28645.56
α0.24837.00
β0.43658.21
γ1-0.0311-0.43
γ20.11941.39
γ3-0.1197-1.86
γ40.02460.29
γ5-0.0683-0.70
γ60.16581.88
γ7-0.1494-2.40
γ80.09602.60
Estimation Period:
Jun 20, 2002 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts