Skip to main content
V-Lab

Sempio Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.09% (-4.91%)
Analysis last updated: Friday, February 6, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sempio Co SGARCH
paramt-stat
ω0.93844.78
α0.25597.15
β0.667919.52
γ10.01700.36
γ20.01030.14
γ3-0.1476-2.35
γ40.26963.36
γ5-0.3179-3.96
γ60.31894.35
γ7-0.2221-2.70
γ80.09951.40
γ9-0.0472-0.73
γ10-0.0173-0.13
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts