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V-Lab

Alfa Financial SOF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.33% (-11.97%)
Analysis last updated: Tuesday, February 10, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alfa Financial SOF SGARCH
paramt-stat
ω0.56523.55
α0.18304.10
β0.34002.76
γ11.31480.86
γ2-3.6902-1.77
γ34.32952.86
γ4-3.8211-3.02
γ53.53693.72
γ6-2.9876-3.51
γ72.56773.14
γ8-2.6946-2.03
γ92.82441.40
γ10-2.3961-1.01
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts