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Vix Securities Jsc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.57% (-2.16%)
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 SGARCH
paramt-stat
ω0.72104.80
α0.14176.75
β0.706415.78
γ1-0.8422-3.90
γ21.40424.36
γ3-0.9382-4.21
γ40.56082.90
γ5-0.3523-1.64
γ60.55452.11
γ7-0.8036-2.45
γ80.39581.23
γ90.68372.28
Estimation Period:
Dec 29, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts