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V-Lab

NetGem SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.40% (+0.10%)
Analysis last updated: Wednesday, February 11, 2026 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NetGem SA S0GARCH
paramt-stat
ω1.61164.54
α0.15066.10
β0.704615.44
γ1-0.0943-0.67
γ20.06180.27
γ30.18041.16
γ4-0.3170-2.24
γ50.32751.61
γ6-0.3516-1.35
γ70.52282.33
γ8-0.6208-4.48
γ90.35783.10
γ10-0.0382-0.45
Estimation Period:
Apr 6, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts