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Cie des Alpes Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.86% (+0.89%)
Analysis last updated: Thursday, February 12, 2026 at 08:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cie des Alpes SGARCH
paramt-stat
ω0.70016.54
α0.15069.44
β0.741726.50
γ1-0.0192-0.33
γ2-0.0452-0.50
γ30.05800.83
γ40.10211.65
γ5-0.1960-3.07
γ60.12851.90
γ70.04510.75
γ8-0.0975-1.56
γ9-0.0713-0.89
γ100.23042.08
Estimation Period:
Nov 18, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts