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Le Groupe Idi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.76% (-0.32%)
Analysis last updated: Thursday, February 12, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Le Groupe Idi S0GARCH
paramt-stat
ω2.61134.57
α0.23706.48
β0.669815.78
γ10.40735.97
γ2-0.6899-5.63
γ30.46394.48
γ4-0.2855-3.37
γ50.19842.31
γ6-0.1188-1.29
γ7-0.0249-0.32
γ80.08521.89
Estimation Period:
Feb 21, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts