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V-Lab

Vipom AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:123.25% (+20.99%)
Analysis last updated: Friday, January 23, 2026 at 07:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vipom AD S0GARCH
paramt-stat
ω2.52147.06
α0.00440.89
β0.958012.07
γ10.00460.03
γ20.07200.25
γ30.02770.09
γ4-0.2420-0.71
γ50.34061.10
γ6-0.3995-1.47
γ70.08540.24
γ80.58311.27
γ9-0.7503-1.88
Estimation Period:
Oct 30, 2006 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts