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Vix Securities Jsc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.83% (-2.76%)
Analysis last updated: Tuesday, February 10, 2026 at 11:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vix Securities Jsc S0GARCH
paramt-stat
ω0.74094.54
α0.13557.14
β0.745219.52
γ1-0.8073-3.46
γ21.35813.86
γ3-0.9231-3.75
γ40.55292.63
γ5-0.3468-1.53
γ60.57272.10
γ7-0.9137-2.79
γ80.71632.38
γ9-0.1947-1.09
Estimation Period:
Dec 29, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts