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V-Lab

Tappalpha SPY Gwth & DLY Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.98% (+0.04%)
Analysis last updated: Tuesday, February 10, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Tappalpha SPY Gwth & DLY Inc SGARCH
paramt-stat
ω1.03654.13
α0.07201.17
β0.00000.00
γ150.82141.76
γ2-71.1501-1.59
γ363.73671.89
γ4-130.9043-3.19
γ5146.39263.55
γ6-56.6408-1.47
γ7-33.6251-0.80
γ890.65061.94
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts