Skip to main content
V-Lab

Velgraf Asset Management Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:519.14% (-54.54%)
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 SGARCH
paramt-stat
ω1.22011.21
α0.18495.13
β0.812023.39
γ1-1.5787-1.45
γ21.47850.86
γ30.59740.57
γ4-0.2587-0.33
γ5-1.2554-1.54
γ62.07632.11
γ7-1.9201-1.67
γ82.00981.83
γ9-2.8891-3.27
γ106.26463.16
Estimation Period:
Feb 7, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts