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CIE Automotive SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.30% (-1.03%)
Analysis last updated: Friday, February 13, 2026 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CIE Automotive SA S0GARCH
paramt-stat
ω1.58042.55
α0.07626.83
β0.886453.14
γ1-0.0637-0.86
γ20.16531.68
γ3-0.2020-3.85
γ40.16423.39
γ5-0.0533-1.26
γ6-0.0607-1.46
γ70.07662.26
Estimation Period:
Jul 24, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts