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FABRITY SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.77% (-1.13%)
Analysis last updated: Sunday, February 8, 2026 at 03:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FABRITY SA S0GARCH
paramt-stat
ω0.75363.71
α0.13435.80
β0.43995.05
γ1-0.5764-2.31
γ20.95022.71
γ3-0.6710-2.99
γ40.47212.46
γ5-0.3954-2.27
γ60.56163.18
γ7-0.4752-2.43
γ8-0.0604-0.34
γ90.35412.48
γ10-0.1644-1.54
Estimation Period:
Jun 6, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts