Skip to main content
V-Lab

Aryzta AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.70% (-0.84%)
Analysis last updated: Sunday, February 15, 2026 at 04:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aryzta AG SGARCH
paramt-stat
ω2.21517.76
α0.10654.82
β0.64409.49
γ10.74256.07
γ2-0.9953-5.39
γ30.65644.33
γ4-0.6421-3.06
γ50.37871.33
γ6-0.3963-1.44
γ70.27661.34
γ8-0.0195-0.11
γ90.40661.39
Estimation Period:
Aug 22, 2008 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts