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V-Lab

Comp SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.88% (-0.42%)
Analysis last updated: Wednesday, February 11, 2026 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Comp SA S0GARCH
paramt-stat
ω1.03486.60
α0.13475.88
β0.62449.00
γ10.40603.17
γ2-0.8153-4.34
γ30.77766.97
γ4-0.6320-6.49
γ50.43613.88
γ6-0.2814-2.08
γ70.11530.79
γ8-0.0151-0.12
γ90.12030.94
γ10-0.1845-1.87
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts