Skip to main content
V-Lab

Vilkyskiu Pienine Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.45% (-0.32%)
Analysis last updated: Tuesday, February 10, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vilkyskiu Pienine S0GARCH
paramt-stat
ω1.07343.70
α0.14157.01
β0.750919.03
γ1-0.2276-1.10
γ20.02600.09
γ30.57262.81
γ4-0.5663-2.33
γ50.30831.20
γ6-0.1190-0.45
γ7-0.0624-0.21
γ8-0.0431-0.15
γ90.42331.79
γ10-0.4873-2.71
Estimation Period:
May 19, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts