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Banque Cantonale Vaudoise Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6,007,325.73% (-3,903,503.44%)
Analysis last updated: Saturday, February 14, 2026 at 12:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banque Cantonale Vaudoise SGARCH
paramt-stat
ω14.1260141,259,800.00
α0.61806,180,460.00
β0.36743,674,030.00
γ11.046410,464,350.00
γ21.377713,776,720.00
γ3-10.3058-103,058,100.00
γ480.9366809,365,500.00
γ5-555.6399-5,556,399,000.00
γ6939.28739,392,873,000.00
γ7-62.9700-629,700,400.00
γ8-1,029.4240-10,294,240,000.00
γ9959.22729,592,272,000.00
Estimation Period:
Jun 6, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts