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V-Lab

Digital Value S.P.A Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.08% (+0.09%)
Analysis last updated: Tuesday, February 10, 2026 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Digital Value S.P.A SGARCH
paramt-stat
ω1.02932.45
α0.22693.73
β0.00000.00
γ12.59833.25
γ2-3.9754-3.62
γ32.71453.21
γ4-2.9569-4.02
γ52.75123.54
γ6-1.3879-1.53
γ71.67621.79
γ8-11.2312-8.44
Estimation Period:
Nov 8, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts