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Sicily BY CAR S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.14% (-38.22%)
Analysis last updated: Saturday, February 7, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Sicily BY CAR S P A S0GARCH
paramt-stat
ω0.93161.65
α0.33804.41
β0.38032.78
γ1-0.2382-0.04
γ27.83110.90
γ3-11.1138-2.29
γ41.97210.46
γ52.07570.55
γ6-0.6852-0.23
γ70.27150.13
Estimation Period:
Dec 2, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts