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V-Lab

Grifols S A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:87.85% (-2.56%)
Analysis last updated: Wednesday, February 11, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Grifols S A SGARCH
paramt-stat
ω0.33875.63
α0.09772.21
β0.69775.83
γ1-3.5863-3.26
γ24.56112.68
γ30.12680.10
γ4-3.5137-2.60
γ55.20622.65
γ6-5.4616-1.88
γ73.97181.40
γ8-0.7792-0.26
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts