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Sys-Dat S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:70.00% (-6.19%)
Analysis last updated: Tuesday, February 10, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Sys-Dat S P A S0GARCH
paramt-stat
ω1.23073.56
α0.18041.79
β0.12340.49
γ126.76221.02
γ2-52.7353-1.26
γ371.54912.64
γ4-87.4849-5.16
γ551.13062.27
γ614.14320.50
γ7-40.8445-2.04
Estimation Period:
Jul 8, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts