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Interroll Holding Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.39% (-1.62%)
Analysis last updated: Saturday, February 14, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Interroll Holding Ag SGARCH
paramt-stat
ω0.80865.35
α0.08956.70
β0.852930.23
γ1-0.2681-3.93
γ20.48254.61
γ3-0.3477-5.27
γ40.15802.91
γ50.01820.29
γ6-0.0440-0.71
γ7-0.0600-1.16
γ80.15291.37
Estimation Period:
Mar 11, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts