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Ernst Russ Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.95% (-0.49%)
Analysis last updated: Saturday, February 7, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ernst Russ Ag S0GARCH
paramt-stat
ω0.61247.41
α0.22267.39
β0.54329.66
γ10.45603.54
γ2-0.7252-3.62
γ30.35642.76
γ4-0.0452-0.43
γ5-0.3765-3.45
γ60.76465.77
γ7-0.6649-4.39
γ80.20511.64
γ90.11361.51
Estimation Period:
Oct 6, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts