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Interroll Holding Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.35% (-2.14%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Interroll Holding Ag S0GARCH
paramt-stat
ω0.81325.35
α0.08996.73
β0.852430.37
γ1-0.2612-3.80
γ20.46994.45
γ3-0.3372-5.09
γ40.14932.74
γ50.02730.43
γ6-0.0598-0.94
γ7-0.0234-0.50
γ80.05201.39
Estimation Period:
Mar 11, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts