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Sidetrade Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.27% (-10.12%)
Analysis last updated: Wednesday, February 11, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sidetrade Sa S0GARCH
paramt-stat
ω8.73455.68
α0.24105.02
β0.60839.73
γ11.10614.97
γ2-1.0070-2.37
γ3-0.3543-0.86
γ40.58651.86
γ5-0.5766-2.16
γ60.54532.03
γ7-0.6052-2.84
γ80.42052.14
γ9-0.1477-1.02
Estimation Period:
Jul 7, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts