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Alfa Financial SOF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.70% (-6.74%)
Analysis last updated: Saturday, February 14, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alfa Financial SOF S0GARCH
paramt-stat
ω0.50283.48
α0.17904.17
β0.35302.94
γ10.70800.48
γ2-2.8311-1.39
γ33.93572.57
γ4-3.5909-2.82
γ53.38273.54
γ6-2.8650-3.34
γ72.44993.03
γ8-2.5350-2.08
γ92.50311.48
γ10-1.5544-1.38
Estimation Period:
Jun 1, 2017 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts