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V-Lab

CIE Financiere Tradition Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.25% (-1.04%)
Analysis last updated: Thursday, February 12, 2026 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CIE Financiere Tradition SGARCH
paramt-stat
ω0.87315.37
α0.09583.50
β0.63366.38
γ10.94702.20
γ2-1.6788-2.66
γ30.80011.99
γ40.43701.20
γ5-1.4271-3.94
γ62.00764.07
γ7-1.9204-2.51
γ81.19391.34
γ9-0.3744-0.42
γ100.65480.43
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts