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V-Lab

Altus SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.73% (-0.51%)
Analysis last updated: Wednesday, February 11, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Altus SA S0GARCH
paramt-stat
ω0.26043.41
α0.15204.12
β0.51245.66
γ1-0.6622-0.84
γ20.18700.16
γ31.70751.67
γ4-2.2264-1.82
γ51.30701.27
γ6-0.9621-1.34
γ71.26512.00
γ8-0.5959-1.13
γ9-0.3539-0.55
γ100.50340.83
Estimation Period:
Aug 20, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts