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V-Lab

SAS Florentaise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:156.61% (-3.73%)
Analysis last updated: Wednesday, February 11, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of SAS Florentaise S0GARCH
paramt-stat
ω3.75660.00
α0.71620.00
β0.28380.00
γ1-349.5621-0.00
γ2515.17530.00
γ3-233.1860-0.00
γ4-155.3186-0.00
γ5660.29220.00
γ6-715.4432-0.00
γ7344.26290.00
γ8-87.1493-0.00
γ927.75140.00
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts