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V-Lab

Brand 24 SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.42% (-0.25%)
Analysis last updated: Saturday, February 7, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Brand 24 SA SGARCH
paramt-stat
ω0.92874.31
α0.18353.16
β0.00000.00
γ15.08551.40
γ2-12.5167-2.23
γ313.05223.27
γ4-7.8748-1.96
γ53.47800.71
γ6-7.1307-1.47
γ715.76853.87
γ8-13.8036-4.32
γ92.89040.45
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts