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Decora SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.56% (-1.65%)
Analysis last updated: Sunday, February 8, 2026 at 03:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Decora SA S0GARCH
paramt-stat
ω0.59188.41
α0.20265.88
β0.50278.79
γ1-0.1385-1.64
γ2-0.0044-0.03
γ30.28922.87
γ4-0.2233-2.17
γ50.03990.29
γ60.17141.06
γ7-0.2918-2.07
γ80.28192.41
γ9-0.1651-2.15
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts