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Velgraf Asset Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:461.67% (-42.16%)
Analysis last updated: Saturday, January 31, 2026 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Velgraf Asset Management S0GARCH
paramt-stat
ω1.22731.45
α0.15974.80
β0.837625.51
γ1-1.4449-1.19
γ21.26310.67
γ30.76390.67
γ4-0.4590-0.56
γ5-0.9966-1.15
γ61.72811.68
γ7-1.1781-0.97
γ8-0.0527-0.04
γ92.11751.74
γ10-3.0235-2.74
Estimation Period:
Feb 7, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts