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V-Lab

Averbuch Formica Centre Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:60.03% (-2.02%)
Analysis last updated: Friday, February 13, 2026 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Averbuch Formica Centre S0GARCH
paramt-stat
ω2.57775.77
α0.11566.15
β0.799423.52
γ10.13000.88
γ2-0.0129-0.05
γ3-0.3723-1.78
γ40.64933.62
γ5-0.6540-4.21
γ60.44333.46
γ7-0.4995-4.12
γ80.72345.60
γ9-0.6120-6.04
Estimation Period:
May 31, 2008 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts