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V-Lab

ITAB Shop Concept AB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.66% (-21.34%)
Analysis last updated: Friday, February 13, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITAB Shop Concept AB SGARCH
paramt-stat
ω1.00355.45
α0.22255.79
β0.44217.26
γ10.15691.49
γ2-0.1737-1.12
γ3-0.0593-0.55
γ40.21532.36
γ5-0.2712-3.01
γ60.33343.13
γ7-0.4888-3.93
γ80.51213.83
γ9-0.4108-1.87
Estimation Period:
May 31, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts