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Atm Grupa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.90% (-0.43%)
Analysis last updated: Sunday, February 15, 2026 at 02:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Atm Grupa Sa S0GARCH
paramt-stat
ω0.59606.71
α0.17937.13
β0.598112.12
γ1-0.0886-0.67
γ2-0.1045-0.54
γ30.40823.17
γ4-0.4503-3.14
γ50.30652.05
γ60.07300.56
γ7-0.2218-1.85
γ80.04170.38
γ9-0.0090-0.09
γ100.11371.50
Estimation Period:
Feb 10, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts