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V-Lab

Moulinvest Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.23% (+6.22%)
Analysis last updated: Friday, February 13, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moulinvest Sa SGARCH
paramt-stat
ω0.83711.64
α0.23374.06
β0.61528.30
γ1-1.7637-1.48
γ23.39282.00
γ3-2.3333-2.47
γ40.96381.14
γ5-0.5692-0.82
γ60.62521.22
γ7-0.3664-0.90
γ8-0.2714-0.69
γ90.54441.11
γ10-0.3214-0.50
Estimation Period:
Apr 11, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts