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Societe Marseillaise du Tunnel Prado-Carenage SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.98% (-0.44%)
Analysis last updated: Saturday, February 14, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Societe Marseillaise du Tunnel Prado-Carenage SA SGARCH
paramt-stat
ω0.79454.92
α0.16556.09
β0.660213.88
γ10.21162.28
γ2-0.4084-2.76
γ30.24782.24
γ40.01350.14
γ5-0.0760-0.78
γ6-0.0607-0.64
γ70.03590.31
γ80.12100.67
Estimation Period:
Jul 9, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts