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V-Lab

Waberer'S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.86% (+0.44%)
Analysis last updated: Saturday, February 14, 2026 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Waberer'S SGARCH
paramt-stat
ω0.35123.97
α0.28173.93
β0.40493.72
γ1-0.3404-0.28
γ2-1.0563-0.59
γ32.67012.13
γ4-3.2206-2.77
γ53.92833.19
γ6-3.4915-2.22
γ72.54031.79
γ8-2.0902-1.89
γ92.80612.09
γ10-4.8306-2.25
Estimation Period:
Jul 10, 2017 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts