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V-Lab

Aperam Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.72% (-1.86%)
Analysis last updated: Sunday, February 15, 2026 at 02:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aperam Sa SGARCH
paramt-stat
ω0.61466.40
α0.05723.35
β0.791410.58
γ1-1.3033-5.02
γ21.95505.17
γ3-0.9770-3.93
γ40.05980.23
γ50.99574.07
γ6-1.2817-5.92
γ70.84353.96
γ8-0.5733-2.48
γ90.52982.04
γ10-0.2999-0.60
Estimation Period:
Jan 31, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts