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Federal-Mogul Izmit Piston Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.82% (-0.70%)
Analysis last updated: Sunday, February 8, 2026 at 03:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Federal-Mogul Izmit Piston S0GARCH
paramt-stat
ω2.04375.91
α0.23719.73
β0.670820.89
γ10.08431.46
γ2-0.1357-1.50
γ30.06740.88
γ40.02870.35
γ5-0.1375-1.55
γ60.20071.87
γ7-0.1900-1.43
γ80.19241.53
γ9-0.2236-2.59
γ100.15583.02
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts