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V-Lab

Datagroup Se Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.41% (-0.67%)
Analysis last updated: Friday, February 13, 2026 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Datagroup Se S0GARCH
paramt-stat
ω0.85255.21
α0.17411.83
β0.20921.26
γ1-1.5831-0.90
γ23.77791.44
γ3-5.5978-3.32
γ46.35624.18
γ5-4.8377-3.83
γ62.52942.26
γ70.16180.13
γ8-2.8341-2.15
γ93.34273.57
Estimation Period:
Jan 16, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts