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V-Lab

Azkoyen SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.93% (+0.74%)
Analysis last updated: Sunday, February 15, 2026 at 03:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Azkoyen SA SGARCH
paramt-stat
ω1.53765.33
α0.12709.82
β0.758526.24
γ1-0.0438-1.04
γ20.13232.16
γ3-0.1807-4.85
γ40.16245.20
γ5-0.0720-2.14
γ6-0.0440-1.33
γ70.07942.41
γ8-0.0607-1.63
γ90.01450.28
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts