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V-Lab

Datagroup Se Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.73% (-0.21%)
Analysis last updated: Saturday, February 7, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Datagroup Se SGARCH
paramt-stat
ω0.92626.47
α0.14455.15
β0.667313.10
γ1-0.4437-3.57
γ20.43472.27
γ30.09740.58
γ4-0.0261-0.17
γ5-0.1153-0.81
γ60.04410.30
γ70.07410.51
γ8-0.2212-1.40
γ90.40841.99
γ10-0.9835-3.01
Estimation Period:
Sep 14, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts