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Dabaco Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.37% (+6.95%)
Analysis last updated: Sunday, February 8, 2026 at 04:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dabaco Group S0GARCH
paramt-stat
ω1.24798.86
α0.12375.84
β0.667310.79
γ1-0.0677-0.80
γ20.10610.73
γ3-0.0142-0.11
γ4-0.0340-0.34
γ50.10061.05
γ6-0.2814-2.14
γ70.29082.64
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts