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V-Lab

Valbiotis SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.04% (+2.62%)
Analysis last updated: Saturday, February 14, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Valbiotis SA S0GARCH
paramt-stat
ω0.51413.16
α0.25253.75
β0.48364.80
γ10.05140.02
γ2-1.1638-0.26
γ33.26020.96
γ4-5.7470-2.84
γ56.75795.29
γ6-4.1429-3.12
γ71.20400.80
γ8-0.2439-0.19
γ9-0.5683-0.52
γ100.89890.84
Estimation Period:
Jun 7, 2017 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts