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V-Lab

Axa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.64% (-0.51%)
Analysis last updated: Saturday, February 7, 2026 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Axa Sa S0GARCH
paramt-stat
ω0.59763.62
α0.08611.90
β0.73966.33
γ1-1.4673-0.78
γ22.00760.72
γ30.75960.51
γ4-3.9652-3.17
γ54.86543.56
γ6-3.7444-2.13
γ72.06130.92
γ8-0.1607-0.08
γ9-0.5028-0.42
γ100.07720.10
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts