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Chernomorski Hldg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.69% (-2.91%)
Analysis last updated: Friday, February 6, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chernomorski Hldg S0GARCH
paramt-stat
ω5.60284.49
α0.08322.23
β0.27901.05
γ11.17843.08
γ2-1.2455-2.00
γ3-0.4927-1.07
γ41.52955.04
γ5-1.4462-3.63
γ60.38760.80
γ70.31790.79
γ8-0.3087-0.91
γ90.02540.10
Estimation Period:
Nov 20, 2006 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts