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V-Lab

Exmar SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.84% (-7.92%)
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 SGARCH
paramt-stat
ω7.25253.63
α0.290821.30
β0.707049.84
γ11.21971.66
γ2-2.0282-1.90
γ31.13331.42
γ4-0.7590-0.96
γ51.98562.85
γ6-9.6916-8.60
γ724.73637.96
γ8-40.3044-4.20
γ958.11573.78
Estimation Period:
Feb 18, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts