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V-Lab

Valbiotis SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:175.68% (-10.75%)
Analysis last updated: Saturday, February 7, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Valbiotis SA S0GARCH
paramt-stat
ω0.76183.03
α0.07102.07
β0.80197.27
γ18.86782.60
γ2-12.4613-2.40
γ34.73671.47
γ4-1.7712-0.62
γ52.29220.59
γ6-5.0458-0.92
γ76.94661.31
γ8-5.2928-1.70
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts