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V-Lab

Altus SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.10% (-0.47%)
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 SGARCH
paramt-stat
ω0.25973.39
α0.15304.15
β0.51105.66
γ1-0.6662-0.84
γ20.18520.16
γ31.72551.69
γ4-2.2537-1.84
γ51.33621.31
γ6-0.9827-1.37
γ71.26641.99
γ8-0.5667-1.00
γ9-0.4472-0.56
γ100.79480.72
Estimation Period:
Aug 20, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts