GARCH Volatility
Calculate GARCH Volatility instantly with the exact formula and a worked example. Free online calculator — no signup.
GARCH Volatility
ω
α
β
r²_(t−1)
σ²_(t−1)
σ²_t
0.000105
σ²_t
0,000105
σ_t
0,010247
More about: GARCH Volatility
What it calculates
The “GARCH Volatility” calculator computes σ²_t from 5 parameters: ω, α, β, r²_(t−1), σ²_(t−1).
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters ω = 0, α = 0.1, β = 0.85, r²_(t−1) = 0.0001, σ²_(t−1) = 0.0001 the result is 0.0001 (σ²_t = ω + α·r²_{t−1} + β·σ²_{t−1}).
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.