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V-Lab

Carrefoursa As Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.51% (+0.76%)
Analysis last updated: Sunday, February 8, 2026 at 03:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carrefoursa As SGARCH
paramt-stat
ω0.36182.09
α0.20116.35
β0.669115.19
γ1-3.9501-2.33
γ26.16812.50
γ3-2.9936-2.29
γ41.14541.07
γ5-1.4301-1.38
γ62.26632.38
γ7-1.9068-2.40
γ80.58370.84
γ91.28491.41
Estimation Period:
Aug 7, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts