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Cie Du Bois Sauvage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.29% (+4.19%)
Analysis last updated: Saturday, February 7, 2026 at 08:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cie Du Bois Sauvage S0GARCH
paramt-stat
ω2.14763.75
α0.120810.58
β0.850460.39
γ10.16131.91
γ2-0.2124-1.58
γ30.09641.18
γ4-0.0423-0.75
γ5-0.0909-1.50
γ60.17723.18
γ7-0.1086-2.20
γ80.00870.26
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts