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V-Lab

Waterbase Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.42% (-10.05%)
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 SGARCH
paramt-stat
ω2.41279.39
α0.14317.72
β0.669813.15
γ10.13502.41
γ2-0.0973-1.17
γ3-0.0344-0.57
γ40.03470.46
γ5-0.1444-1.55
γ60.23352.43
γ7-0.3214-3.18
γ80.40113.32
γ9-0.3354-1.54
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts