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V-Lab

Alcomet AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:150.72% (-7.80%)
Analysis last updated: Thursday, February 5, 2026 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alcomet AD S0GARCH
paramt-stat
ω0.53612.83
α0.04883.67
β0.888728.25
γ1-0.8296-2.74
γ21.03022.58
γ3-0.2894-1.28
γ40.34311.43
γ5-0.5529-2.13
γ60.55642.19
γ7-0.3911-1.90
γ80.02020.07
γ90.44300.99
γ10-0.5335-1.12
Estimation Period:
Oct 31, 2006 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts