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V-Lab

Cotana Group Jsc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.16% (-0.56%)
Analysis last updated: Sunday, February 8, 2026 at 03:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cotana Group Jsc SGARCH
paramt-stat
ω1.08356.11
α0.19127.88
β0.640914.18
γ1-0.1019-0.48
γ20.35001.03
γ3-0.9179-3.30
γ41.46474.57
γ5-1.1877-3.31
γ60.58591.83
γ7-0.3668-1.31
γ80.07290.20
γ90.28010.47
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts