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V-Lab

HolidayCheck Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.51% (-0.20%)
Analysis last updated: Wednesday, February 11, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HolidayCheck Group AG S0GARCH
paramt-stat
ω0.92402.12
α0.06704.93
β0.924540.88
γ1-0.4458-1.82
γ20.50541.45
γ30.03610.15
γ4-0.2196-0.92
γ50.21260.78
γ6-0.1050-0.36
γ70.09650.34
γ8-0.4494-1.35
γ90.79862.36
γ10-0.5676-2.31
Estimation Period:
Jul 12, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts