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V-Lab

Deufol SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.89% (-12.01%)
Analysis last updated: Saturday, February 14, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deufol SE SGARCH
paramt-stat
ω1.30078.14
α0.16288.19
β0.624312.67
γ1-0.1902-2.44
γ20.10210.85
γ30.32544.31
γ4-0.3853-6.16
γ50.25483.48
γ6-0.2120-2.77
γ70.12021.40
γ80.02680.30
γ90.01700.19
γ10-0.2539-2.33
Estimation Period:
Oct 28, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts