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V-Lab

Exmar SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.39% (-0.41%)
Analysis last updated: Saturday, February 7, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Exmar SA S0GARCH
paramt-stat
ω1.03175.11
α0.15364.00
β0.67769.10
γ10.67662.47
γ2-1.1192-2.67
γ30.46371.41
γ40.32390.77
γ5-0.6654-1.15
γ60.45550.68
γ7-0.2999-0.47
γ80.28230.62
Estimation Period:
Feb 18, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts