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V-Lab

Brand 24 Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.33% (+0.01%)
Analysis last updated: Friday, February 6, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Brand 24 Sa SGARCH
paramt-stat
ω1.59365.69
α0.10683.51
β0.43432.95
γ10.85970.82
γ20.43270.28
γ3-2.5611-2.20
γ40.99970.72
γ50.90770.75
γ6-1.0630-1.17
γ71.12710.98
γ8-2.9646-2.41
γ96.31756.17
γ10-8.1972-6.89
Estimation Period:
Jan 30, 2018 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts