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Kerlink SACA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.84% (+3.35%)
Analysis last updated: Wednesday, February 11, 2026 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kerlink SACA S0GARCH
paramt-stat
ω0.14314.35
α0.14263.30
β0.56464.36
γ1-3.2715-3.33
γ24.98583.49
γ3-2.0641-2.08
γ4-0.5813-0.51
γ50.57700.53
γ61.96431.83
γ7-3.0472-2.36
γ82.20991.91
γ9-1.2844-1.56
γ100.76491.43
Estimation Period:
May 24, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts