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V-Lab

Forbo Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.58% (-0.70%)
Analysis last updated: Saturday, February 14, 2026 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Forbo Ag SGARCH
paramt-stat
ω0.44981.46
α0.10033.88
β0.751013.20
γ1-2.0780-0.99
γ23.00041.13
γ3-1.7366-1.82
γ41.96632.32
γ5-2.0282-2.14
γ60.53340.77
γ72.02062.52
γ8-4.9533-2.62
Estimation Period:
Mar 9, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts