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V-Lab

APERAM SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.08% (-2.38%)
Analysis last updated: Sunday, February 15, 2026 at 02:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of APERAM SA SGARCH
paramt-stat
ω0.59814.83
α0.06423.49
β0.780111.24
γ1-1.3314-4.07
γ21.99164.34
γ3-1.0261-4.02
γ40.16040.64
γ50.91463.72
γ6-1.2961-5.96
γ70.93204.47
γ8-0.6877-2.99
γ90.62922.40
γ10-0.3134-0.66
Estimation Period:
Jan 26, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts