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V-Lab

Thirdeye Systems Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:216.43% (-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 SGARCH
paramt-stat
ω0.95191.43
α0.13495.57
β0.828330.77
γ1-0.9379-1.70
γ21.81152.56
γ3-1.5887-4.03
γ41.13762.54
γ5-0.4641-1.27
γ6-0.1596-0.52
γ70.42401.27
γ8-0.3353-0.74
Estimation Period:
May 5, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts