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V-Lab

Salcef Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:3.01% (-0.01%)
Analysis last updated: Saturday, November 23, 2024 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Salcef Spa S0GARCH
paramt-stat
ω1.09952.99
α0.18712.77
β0.45244.57
γ113.92432.27
γ2-17.2905-1.91
γ31.42210.26
γ4-0.3879-0.09
γ56.50811.53
γ6-7.3486-1.20
γ79.74090.87
γ8-22.3824-1.39
γ926.78442.11
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts