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V-Lab

Accor Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.37% (-0.20%)
Analysis last updated: Wednesday, February 11, 2026 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Accor Sa SGARCH
paramt-stat
ω0.63144.01
α0.03791.65
β0.864311.73
γ1-0.0046-0.00
γ20.05870.03
γ31.36841.19
γ4-4.4766-4.10
γ55.92235.32
γ6-5.3936-4.21
γ73.85422.30
γ8-1.3776-0.78
γ90.65250.42
γ10-2.8165-1.19
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts