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Bystronic Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.74% (-1.15%)
Analysis last updated: Sunday, February 15, 2026 at 03:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bystronic Ag S0GARCH
paramt-stat
ω0.94346.30
α0.14226.84
β0.741824.72
γ10.02250.51
γ2-0.0948-1.44
γ30.18163.54
γ4-0.2136-3.74
γ50.16952.43
γ6-0.1112-1.33
γ70.09521.42
γ8-0.0616-1.56
γ90.00030.01
Estimation Period:
Jan 28, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts