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Thirdeye Systems Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:216.48% (-18.68%)
Analysis last updated: Sunday, February 8, 2026 at 12:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thirdeye Systems Ltd S0GARCH
paramt-stat
ω0.95981.44
α0.13485.57
β0.828230.75
γ1-0.9259-1.68
γ21.79252.54
γ3-1.5767-4.01
γ41.12952.52
γ5-0.4596-1.26
γ6-0.1604-0.54
γ70.41991.47
γ8-0.3225-1.68
Estimation Period:
May 5, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts