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Ultramarine Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.49% (-4.72%)
Analysis last updated: Wednesday, February 11, 2026 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ultramarine S0GARCH
paramt-stat
ω1.03023.63
α0.13574.86
β0.56718.19
γ1-0.2374-1.11
γ20.51931.79
γ3-0.4488-2.81
γ40.21581.28
γ5-0.0819-0.47
γ60.12660.89
γ7-0.2705-1.74
γ80.31772.09
γ9-0.1777-1.85
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts