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V-Lab

Action Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.50% (-2.71%)
Analysis last updated: Tuesday, February 10, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Action Sa SGARCH
paramt-stat
ω0.99604.39
α0.13853.65
β0.67068.56
γ1-0.0926-0.58
γ20.01600.07
γ30.16020.74
γ40.00350.02
γ5-0.0521-0.21
γ6-0.2332-0.84
γ70.39091.20
γ8-0.6822-2.19
γ91.03444.67
γ10-0.8784-2.27
Estimation Period:
Aug 24, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts