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V-Lab

Marche Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.86% (-2.06%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marche Corp SGARCH
paramt-stat
ω2.73213.13
α0.38346.47
β0.529112.25
γ1-0.1471-1.45
γ20.19431.27
γ30.03190.29
γ4-0.1966-2.13
γ50.18962.51
γ6-0.0925-1.13
γ70.14261.76
γ8-0.1598-1.57
γ9-0.1785-1.05
Estimation Period:
Nov 29, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts