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Fais Holding Societe Anonyme Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.57% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 08:57 PM UTC
Date Range:

from

to

6M ·

All

graph of Fais Holding Societe Anonyme S0GARCH
paramt-stat
ω2.24021.92
α0.00000.00
β0.91610.97
γ1169.79910.18
γ2-262.8049-0.22
γ3196.25720.83
γ4-222.9295-3.16
γ5228.00703.49
γ6-144.0940-3.46
Estimation Period:
Mar 27, 2025 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts