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V-Lab

Marche Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.81% (+40.65%)
Analysis last updated: Sunday, February 15, 2026 at 01:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marche Corp S0GARCH
paramt-stat
ω2.75063.18
α0.38686.51
β0.523012.19
γ1-0.1423-1.41
γ20.18911.24
γ30.02970.27
γ4-0.1909-2.08
γ50.18612.48
γ6-0.0985-1.22
γ70.17172.30
γ8-0.2462-3.56
γ90.08871.61
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts