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Cemat A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.51% (-1.89%)
Analysis last updated: Thursday, February 12, 2026 at 08:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cemat A/S S0GARCH
paramt-stat
ω1.28325.64
α0.20005.36
β0.613213.22
γ10.11911.45
γ2-0.2145-1.73
γ30.07760.83
γ40.02300.23
γ50.04780.44
γ6-0.0207-0.17
γ7-0.1238-0.85
γ80.18161.21
γ9-0.2308-1.56
γ100.23652.62
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts