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V-Lab

Alumil ROM Industry SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.22% (+2.18%)
Analysis last updated: Sunday, February 15, 2026 at 03:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alumil ROM Industry SA SGARCH
paramt-stat
ω0.68014.38
α0.26227.76
β0.582312.34
γ1-1.0047-4.08
γ21.43203.93
γ3-0.4939-1.77
γ40.01730.05
γ5-0.0803-0.22
γ60.39991.45
γ7-0.5794-2.17
γ80.66582.07
γ9-0.9794-2.57
Estimation Period:
May 29, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts