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V-Lab

Comp SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.52% (-0.81%)
Analysis last updated: Sunday, February 8, 2026 at 02:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Comp SA SGARCH
paramt-stat
ω1.07196.76
α0.13605.87
β0.61688.75
γ10.44763.50
γ2-0.8819-4.69
γ30.82337.42
γ4-0.6698-6.93
γ50.46634.19
γ6-0.3033-2.27
γ70.12870.88
γ8-0.0197-0.15
γ90.11180.72
γ10-0.1427-0.64
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts