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V-Lab

Arkema SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.80% (-1.61%)
Analysis last updated: Tuesday, February 10, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arkema SA SGARCH
paramt-stat
ω1.04941.86
α0.07876.07
β0.862440.76
γ10.32020.96
γ2-0.6178-1.47
γ30.37291.84
γ40.11050.68
γ5-0.6057-2.34
γ60.86432.45
γ7-0.6963-2.50
γ80.41782.24
γ9-0.3025-1.71
γ100.37571.33
Estimation Period:
May 18, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts