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V-Lab

Figene Capital S.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Figene Capital S.A S0GARCH
paramt-stat
ω5.77513.30
α0.287591.23
β0.7116203.20
γ10.25220.52
γ2-0.4978-0.75
γ30.20950.49
γ4-0.1487-0.34
γ50.77371.61
γ6-1.4737-2.24
γ72.00771.40
γ8-13.2236-6.06
γ923.454714.45
Estimation Period:
Oct 19, 2009 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts