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Sempio Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:43.90% (-8.05%)
Analysis last updated: Sunday, February 15, 2026 at 01:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sempio Co S0GARCH
paramt-stat
ω0.94984.66
α0.26077.10
β0.665019.41
γ10.01920.41
γ20.00130.02
γ3-0.1304-2.09
γ40.24863.15
γ5-0.2990-3.78
γ60.30534.24
γ7-0.2161-2.65
γ80.10351.44
γ9-0.0708-1.23
γ100.06161.55
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts