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V-Lab

Vertoz Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.76% (-6.02%)
Analysis last updated: Tuesday, February 10, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Vertoz Ltd S0GARCH
paramt-stat
ω0.00423.95
α0.23015.02
β0.40974.35
γ1-26.6218-7.31
γ236.49565.81
γ3-14.3761-3.65
γ45.97632.97
γ5-1.3484-1.05
γ6-1.2739-0.99
γ72.29681.73
γ8-1.9068-1.27
γ90.72660.49
γ100.34550.37
Estimation Period:
Nov 24, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts