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V-Lab

CIE Financiere Tradition Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.69% (-1.37%)
Analysis last updated: Thursday, February 12, 2026 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CIE Financiere Tradition S0GARCH
paramt-stat
ω2.02753.56
α0.10967.72
β0.830336.47
γ10.31833.30
γ2-0.4396-2.45
γ30.05440.34
γ40.21231.86
γ5-0.2221-2.57
γ60.09791.14
γ7-0.0558-0.74
γ80.06450.98
γ9-0.0198-0.30
γ10-0.0200-0.40
Estimation Period:
Jan 2, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts