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V-Lab

Unimer Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.81% (-0.18%)
Analysis last updated: Friday, February 6, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unimer SGARCH
paramt-stat
ω0.88864.27
α0.22475.36
β0.56296.73
γ1-1.7953-1.38
γ24.04572.03
γ3-3.6215-3.40
γ42.28772.35
γ5-1.1128-1.21
γ6-1.7695-2.22
γ73.85214.28
γ8-2.3988-1.77
γ90.74980.32
γ101.70430.52
Estimation Period:
Apr 2, 2001 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts