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Sempio Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.56% (-4.96%)
Analysis last updated: Saturday, February 21, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sempio Co S0GARCH
paramt-stat
ω0.94724.61
α0.26187.12
β0.664819.47
γ10.01440.31
γ20.00870.12
γ3-0.1340-2.15
γ40.25023.17
γ5-0.3002-3.80
γ60.30764.30
γ7-0.2194-2.71
γ80.10651.48
γ9-0.0728-1.25
γ100.06291.57
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts