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Castellum Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.19% (-0.61%)
Analysis last updated: Saturday, February 7, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Castellum Ab S0GARCH
paramt-stat
ω1.15414.70
α0.08284.93
β0.832024.86
γ1-0.5031-2.24
γ20.76472.45
γ3-0.4349-2.41
γ40.48442.43
γ5-0.5476-2.73
γ60.51192.95
γ7-0.5961-4.13
γ80.58234.50
γ9-0.6039-4.45
γ100.54144.82
Estimation Period:
Oct 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts