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Fabasoft AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.60% (-4.30%)
Analysis last updated: Saturday, February 7, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fabasoft AG S0GARCH
paramt-stat
ω1.97094.55
α0.18557.89
β0.577411.97
γ1-0.1071-0.97
γ20.09610.64
γ30.24342.62
γ4-0.4379-4.43
γ50.26772.90
γ6-0.0705-0.78
γ70.04120.39
γ8-0.0081-0.08
γ9-0.1369-1.57
γ100.18163.08
Estimation Period:
Oct 4, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts