Skip to main content
V-Lab

CORESTATE Capital Holding S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.00% (+1.34%)
Analysis last updated: Friday, February 13, 2026 at 08:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CORESTATE Capital Holding S.A. SGARCH
paramt-stat
ω0.18774.60
α0.29014.63
β0.39304.61
γ1-1.7891-2.39
γ22.31542.08
γ3-0.1026-0.12
γ4-2.2051-1.82
γ54.12562.90
γ6-4.1907-3.40
γ72.11232.23
γ8-0.0375-0.04
γ9-0.1298-0.11
Estimation Period:
Oct 4, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts