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Sempio Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.66% (+12.75%)
Analysis last updated: Friday, February 13, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sempio Co SGARCH
paramt-stat
ω0.94004.77
α0.25717.14
β0.666619.43
γ10.01730.37
γ20.00940.13
γ3-0.1462-2.34
γ40.26833.36
γ5-0.3178-3.98
γ60.32064.42
γ7-0.2256-2.76
γ80.10371.46
γ9-0.0527-0.82
γ10-0.0058-0.04
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts