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Bulgartabac Holding Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:237.09% (-21.57%)
Analysis last updated: Saturday, January 31, 2026 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bulgartabac Holding S0GARCH
paramt-stat
ω0.78276.04
α0.09173.83
β0.806915.25
γ1-0.4556-1.64
γ20.71801.67
γ3-0.4128-1.33
γ40.34761.08
γ5-0.3715-1.20
γ60.40311.41
γ7-0.4425-1.28
γ80.10030.23
γ90.50071.05
γ10-0.6178-1.64
Estimation Period:
Oct 30, 2006 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts