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Agma Lahlou-Tazi SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.45% (-2.19%)
Analysis last updated: Tuesday, February 10, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agma Lahlou-Tazi SA S0GARCH
paramt-stat
ω1.14091.26
α0.11684.21
β0.793513.38
γ1-0.4299-0.22
γ21.07310.41
γ3-0.9087-0.96
γ40.40200.62
γ5-0.2977-0.52
γ60.45250.79
γ7-1.5550-2.36
γ82.84493.72
γ9-2.0490-2.41
γ100.35360.58
Estimation Period:
Nov 10, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts