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Vndirect Securitie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.40% (-2.09%)
Analysis last updated: Tuesday, February 10, 2026 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vndirect Securitie S0GARCH
paramt-stat
ω1.73122.27
α0.12546.93
β0.770224.89
γ10.03990.12
γ20.07300.17
γ3-0.2690-1.07
γ40.53002.17
γ5-1.0062-4.02
γ61.52115.47
γ7-1.6637-5.57
γ81.06934.55
γ9-0.3122-2.16
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts