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Aryzta AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.91% (-0.58%)
Analysis last updated: Tuesday, February 17, 2026 at 11:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aryzta AG S0GARCH
paramt-stat
ω2.17657.70
α0.10454.73
β0.64759.71
γ10.71645.86
γ2-0.9530-5.16
γ30.62644.14
γ4-0.6145-2.93
γ50.34661.23
γ6-0.3436-1.26
γ70.16660.81
γ80.23161.25
γ9-0.2061-1.28
Estimation Period:
Aug 22, 2008 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts