Skip to main content
V-Lab

Alcomet AD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:175.25% (-7.99%)
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 SGARCH
paramt-stat
ω0.50482.94
α0.05073.92
β0.869625.50
γ1-0.9035-3.15
γ21.13233.00
γ3-0.3362-1.59
γ40.38881.73
γ5-0.6263-2.59
γ60.67662.83
γ7-0.5977-3.25
γ80.44842.15
γ9-0.5190-1.61
γ101.47961.66
Estimation Period:
Oct 31, 2006 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts