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CEZ A.S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.22% (-0.84%)
Analysis last updated: Friday, February 13, 2026 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CEZ A.S S0GARCH
paramt-stat
ω3.62813.89
α0.14087.02
β0.779726.41
γ10.33183.97
γ2-0.4160-3.40
γ30.07780.82
γ40.04710.50
γ5-0.0834-1.10
γ60.09141.35
γ7-0.1259-1.77
γ80.17522.10
γ9-0.1561-1.74
γ100.07191.23
Estimation Period:
Nov 2, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts