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Ernst Russ Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.18% (-0.89%)
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 SGARCH
paramt-stat
ω0.64366.48
α0.22417.78
β0.564411.00
γ10.57512.88
γ2-0.8698-2.85
γ30.35531.90
γ40.00160.01
γ5-0.2414-1.59
γ60.08460.62
γ70.55493.35
γ8-0.9532-4.59
γ90.78793.38
γ10-0.8118-2.02
Estimation Period:
Oct 6, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts