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V-Lab

Reinet Investments SCA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.92% (-1.33%)
Analysis last updated: Friday, February 6, 2026 at 08:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reinet Investments SCA SGARCH
paramt-stat
ω1.70774.97
α0.15417.06
β0.614710.10
γ10.60812.96
γ2-0.8160-2.81
γ30.52153.16
γ4-0.6392-4.43
γ50.56693.66
γ6-0.4422-2.78
γ70.19261.34
γ80.09480.65
γ90.03680.15
Estimation Period:
Oct 21, 2008 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts