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V-Lab

Atm Grupa Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.65% (-0.62%)
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 SGARCH
paramt-stat
ω0.60216.78
α0.17927.16
β0.596112.37
γ1-0.0725-0.55
γ2-0.1334-0.69
γ30.43333.37
γ4-0.4730-3.31
γ50.32462.18
γ60.05620.43
γ7-0.1927-1.60
γ8-0.0278-0.24
γ90.15701.14
γ10-0.3449-1.50
Estimation Period:
Feb 10, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts