Skip to main content
V-Lab

Edreams Odigeo Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.97% (+12.25%)
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 SGARCH
paramt-stat
ω2.65603.77
α0.16382.40
β0.73949.40
γ14.56672.90
γ2-7.3879-2.67
γ35.24752.42
γ4-3.9015-2.08
γ52.07271.15
γ6-1.3976-1.00
γ71.16381.12
γ80.66260.66
γ9-1.9469-1.27
Estimation Period:
May 30, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts