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V-Lab

Cloetta Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.42% (-1.62%)
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 SGARCH
paramt-stat
ω2.26642.42
α0.12573.97
β0.63937.59
γ10.96251.38
γ2-1.1555-1.25
γ30.26390.65
γ40.05980.18
γ5-0.2871-0.86
γ60.02830.08
γ70.49491.41
γ8-0.7918-2.24
γ91.19513.19
γ10-1.7448-3.35
Estimation Period:
Feb 17, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts