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V-Lab

Varroc Engineering Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.92% (-1.58%)
Analysis last updated: Tuesday, February 10, 2026 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Varroc Engineering SGARCH
paramt-stat
ω1.23493.88
α0.11772.73
β0.55554.34
γ10.70000.80
γ20.25430.18
γ3-2.5045-1.89
γ43.26682.24
γ5-4.1437-3.01
γ65.05184.28
γ7-4.2301-3.49
γ81.84121.27
γ9-0.0929-0.05
Estimation Period:
Jul 6, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts