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V-Lab

Compremum S A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:90.25% (-4.37%)
Analysis last updated: Wednesday, February 11, 2026 at 11:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Compremum S A SGARCH
paramt-stat
ω1.33828.25
α0.13985.03
β0.28482.93
γ10.79615.18
γ2-1.1937-4.97
γ30.50732.80
γ40.09730.52
γ5-0.4632-2.00
γ60.53242.23
γ7-0.5917-2.74
γ80.38821.94
γ9-0.0798-0.41
γ100.66411.84
Estimation Period:
Jul 21, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts