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V-Lab

FABRITY SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.12% (-1.25%)
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 SGARCH
paramt-stat
ω0.74033.65
α0.13545.86
β0.43194.92
γ1-0.6086-2.42
γ21.00322.84
γ3-0.7098-3.17
γ40.50522.65
γ5-0.4216-2.43
γ60.57723.27
γ7-0.4748-2.43
γ8-0.0851-0.48
γ90.42022.43
γ10-0.3390-1.04
Estimation Period:
Jun 6, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts