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V-Lab

Alfen NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:100.69% (-28.28%)
Analysis last updated: Friday, February 13, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alfen NV S0GARCH
paramt-stat
ω0.29010.00
α0.57440.00
β0.42560.00
γ175.58620.00
γ2-1.2818-0.00
γ3-161.0180-0.00
γ4113.14090.03
γ5-35.1630-0.05
γ611.14650.05
γ7-3.2639-0.01
γ80.08170.00
γ91.48280.01
Estimation Period:
Apr 3, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts