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V-Lab

Sempio Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.06% (-5.08%)
Analysis last updated: Saturday, February 21, 2026 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sempio Co SGARCH
paramt-stat
ω0.94294.75
α0.25827.13
β0.666019.42
γ10.01730.37
γ20.00890.12
γ3-0.1447-2.32
γ40.26693.35
γ5-0.3175-3.98
γ60.32234.48
γ7-0.2291-2.83
γ80.10781.52
γ9-0.0575-0.90
γ100.00390.03
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts