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	param	t-stat
$ω$	0.9656	2.25
$α$	0.0948	2.06
$β$	0.9050	19.56
$γ_{1}$	-0.8291	-0.82
$γ_{2}$	1.3939	0.99
$γ_{3}$	-1.3738	-1.88
$γ_{4}$	2.1968	2.77
$γ_{5}$	-3.4567	-3.46
$γ_{6}$	4.2229	5.18
$γ_{7}$	-3.8566	-3.97
$γ_{8}$	3.5187	2.02
$γ_{9}$	-3.5635	-1.87
$γ_{10}$	3.6904	1.94

V-Lab

Vergnet Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:2,581.63% (-98.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vergnet Analyses