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Waterbase Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:74.78% (-9.84%)
Analysis last updated: Tuesday, February 10, 2026 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Waterbase S0GARCH
paramt-stat
ω2.37459.18
α0.14297.70
β0.673713.73
γ10.12492.22
γ2-0.0858-1.03
γ3-0.0321-0.53
γ40.02430.32
γ5-0.1300-1.38
γ60.21662.24
γ7-0.2983-3.01
γ80.35903.45
γ9-0.2352-3.09
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts