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V-Lab

Aperam Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.09% (-1.89%)
Analysis last updated: Sunday, February 15, 2026 at 02:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aperam Sa S0GARCH
paramt-stat
ω0.62086.41
α0.05783.37
β0.793110.77
γ1-1.2691-4.84
γ21.89974.97
γ3-0.9441-3.76
γ40.04330.17
γ50.99934.06
γ6-1.2766-5.87
γ70.83773.94
γ8-0.5760-2.57
γ90.55112.66
γ10-0.3704-2.33
Estimation Period:
Jan 31, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts