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Banque Cantonale Vaudoise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.30% (-5.96%)
Analysis last updated: Sunday, February 15, 2026 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banque Cantonale Vaudoise S0GARCH
paramt-stat
ω6.793067,930,150.00
α0.45324,531,590.00
β0.51525,152,230.00
γ1-7.8500-78,500,000.00
γ216.3183163,183,000.00
γ3-18.9550-189,550,400.00
γ482.0649820,649,300.00
γ5-559.1305-5,591,305,000.00
γ6989.08099,890,809,000.00
γ7-171.3829-1,713,829,000.00
γ8-921.9624-9,219,624,000.00
γ9773.71287,737,128,000.00
Estimation Period:
Jun 6, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts