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Etropal AD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:255.21% (-8.96%)
Analysis last updated: Tuesday, February 3, 2026 at 08:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Etropal AD SGARCH
paramt-stat
ω0.92562.48
α0.04362.55
β0.915425.31
γ1-0.9939-1.02
γ21.79321.29
γ3-0.7793-0.86
γ4-0.1502-0.13
γ5-0.5011-0.34
γ61.58381.00
γ7-1.5077-1.22
γ80.93440.95
γ9-1.1829-0.73
γ104.50301.22
Estimation Period:
Aug 28, 2013 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts