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	param	t-stat
$ω$	1.1840	6.18
$α$	0.1165	3.79
$β$	0.7119	7.57
$γ_{1}$	0.2496	2.16
$γ_{2}$	-0.4467	-1.89

V-Lab

S A Fountaine Pajot Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.30% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S A Fountaine Pajot Analyses