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Cie d'Entreprises CFE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.21% (-1.05%)
Analysis last updated: Friday, February 13, 2026 at 07:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cie d'Entreprises CFE S0GARCH
paramt-stat
ω0.75546.37
α0.17869.84
β0.710926.44
γ1-0.0161-0.30
γ20.06890.87
γ3-0.1461-2.44
γ40.17543.26
γ5-0.1150-2.31
γ60.01900.36
γ70.00940.15
γ80.06540.95
γ9-0.1390-2.13
γ100.11152.75
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts