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V-Lab

Innovatec Spa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.79% (-1.87%)
Analysis last updated: Thursday, February 12, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Innovatec Spa SGARCH
paramt-stat
ω0.60582.21
α0.25444.97
β0.59667.77
γ1-0.1529-0.18
γ20.00200.00
γ3-0.0808-0.12
γ40.94391.34
γ5-1.6398-2.58
γ61.50243.03
γ7-1.0585-2.45
γ81.54482.20
γ9-3.3086-1.97
Estimation Period:
Dec 23, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts