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V-Lab

Eiffage Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.46% (+4.47%)
Analysis last updated: Saturday, February 7, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eiffage SGARCH
paramt-stat
ω0.78785.84
α0.13355.72
β0.743519.05
γ1-0.1481-0.84
γ20.18850.67
γ3-0.1935-0.95
γ40.27651.78
γ5-0.2806-2.20
γ60.51343.46
γ7-0.7712-4.13
γ80.73143.66
γ9-0.4196-1.69
Estimation Period:
May 2, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts