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V-Lab

Robertet SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.59% (+3.84%)
Analysis last updated: Saturday, February 14, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Robertet SA S0GARCH
paramt-stat
ω1.06575.45
α0.10453.31
β0.32571.70
γ1-2.2483-5.79
γ23.83066.10
γ3-2.5549-5.16
γ41.56073.71
γ5-0.6175-1.45
γ6-0.0938-0.27
Estimation Period:
Jul 26, 2019 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts