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Cloetta Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.02% (-1.29%)
Analysis last updated: Saturday, February 14, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cloetta Ab S0GARCH
paramt-stat
ω2.25472.38
α0.12623.98
β0.64517.87
γ10.94211.34
γ2-1.1258-1.21
γ30.25130.61
γ40.06500.19
γ5-0.2952-0.88
γ60.05110.15
γ70.43921.25
γ8-0.6625-1.94
γ90.89772.95
γ10-0.9557-4.60
Estimation Period:
Feb 17, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts