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V-Lab

Passat Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.88% (-1.01%)
Analysis last updated: Thursday, February 12, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Passat Sa S0GARCH
paramt-stat
ω0.72532.42
α0.16993.82
β0.49384.16
γ1-3.1402-0.47
γ24.55820.50
γ3-4.5188-0.97
γ48.19721.90
γ5-10.7250-2.23
γ68.54221.61
γ70.78780.12
γ8-13.9527-2.01
γ919.27973.45
γ10-11.6252-3.65
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts