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V-Lab

VF Alternative AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:116.48% (-853.05%)
Analysis last updated: Tuesday, January 20, 2026 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of VF Alternative AD S0GARCH
paramt-stat
ω0.50850.57
α0.99992.07
β0.00000.00
γ1-26.4233-3.59
γ228.87462.28
γ3-1.2167-0.13
γ4-0.1151-0.02
γ50.81150.17
γ6-9.4116-1.65
γ719.68042.27
γ8-21.2450-1.92
γ917.63711.67
γ10-14.8648-2.11
Estimation Period:
Aug 15, 2019 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts