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V-Lab

Energa Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.68% (+0.78%)
Analysis last updated: Sunday, February 8, 2026 at 03:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energa Sa SGARCH
paramt-stat
ω0.68963.53
α0.23235.21
β0.38733.91
γ10.08210.16
γ2-0.4098-0.57
γ30.34190.80
γ40.30680.63
γ5-1.2764-2.06
γ61.90733.58
γ7-1.0220-2.27
γ8-0.2652-0.60
γ91.31532.15
Estimation Period:
Dec 12, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts