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V-Lab

Vilkyskiu Pienine Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.51% (-0.48%)
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 SGARCH
paramt-stat
ω1.07443.63
α0.14597.19
β0.747519.35
γ1-0.2375-1.13
γ20.03470.12
γ30.58492.84
γ4-0.5913-2.41
γ50.33461.29
γ6-0.1463-0.54
γ7-0.0193-0.06
γ8-0.1392-0.45
γ90.64621.95
γ10-1.0898-2.02
Estimation Period:
May 19, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts