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Edreams Odigeo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.55% (+11.39%)
Analysis last updated: Saturday, February 14, 2026 at 01:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Edreams Odigeo S0GARCH
paramt-stat
ω2.61273.75
α0.16372.41
β0.73929.43
γ14.46152.82
γ2-7.2225-2.60
γ35.14272.36
γ4-3.8263-2.04
γ52.02741.12
γ6-1.3855-0.99
γ71.19671.17
γ80.54740.60
γ9-1.6316-2.28
Estimation Period:
May 30, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts