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Carrefour SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.27% (-0.20%)
Analysis last updated: Saturday, February 14, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carrefour SA S0GARCH
paramt-stat
ω0.91158.53
α0.05126.19
β0.911763.10
γ10.02120.98
γ2-0.0062-0.19
γ3-0.0769-3.48
γ40.13966.39
γ5-0.1343-6.18
γ60.08563.85
γ7-0.0450-1.79
γ80.02190.96
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts