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V-Lab

Fagron Nv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.68% (-0.68%)
Analysis last updated: Saturday, February 7, 2026 at 08:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fagron Nv S0GARCH
paramt-stat
ω0.56544.67
α0.14275.24
β0.691013.96
γ1-0.5109-2.58
γ20.80512.89
γ3-0.4334-2.35
γ40.42391.88
γ5-0.8140-3.31
γ60.85243.47
γ7-0.4298-1.87
γ80.22751.08
γ9-0.3276-1.33
γ100.34341.54
Estimation Period:
Oct 5, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts