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Sidetrade Sa 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 SGARCH
paramt-stat
ω8.81475.70
α0.24075.02
β0.60959.76
γ11.11415.00
γ2-1.0156-2.39
γ3-0.3572-0.87
γ40.59561.89
γ5-0.5875-2.20
γ60.55522.06
γ7-0.6127-2.77
γ80.42531.85
γ9-0.1510-0.51
Estimation Period:
Jul 7, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts