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Compremum S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.05% (-1.68%)
Analysis last updated: Sunday, February 8, 2026 at 02:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Compremum S A S0GARCH
paramt-stat
ω1.34618.39
α0.13375.08
β0.30083.03
γ10.79405.21
γ2-1.1879-4.97
γ30.50442.78
γ40.08950.48
γ5-0.4401-1.89
γ60.48412.01
γ7-0.4909-2.26
γ80.17250.86
γ90.40482.03
γ10-0.5037-2.87
Estimation Period:
Jul 21, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts