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Egeplast Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.20% (-3.45%)
Analysis last updated: Sunday, February 8, 2026 at 03:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egeplast S0GARCH
paramt-stat
ω1.30495.57
α0.16529.97
β0.716224.61
γ10.11401.98
γ2-0.2519-3.05
γ30.27985.35
γ4-0.2378-4.41
γ50.17523.35
γ6-0.1455-3.11
γ70.09862.09
γ8-0.0653-1.40
γ90.05781.79
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts