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V-Lab

Interparfums SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.01% (-0.44%)
Analysis last updated: Thursday, February 12, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Interparfums SA SGARCH
paramt-stat
ω1.00114.65
α0.17068.25
β0.665416.83
γ1-0.0482-0.81
γ20.05770.69
γ3-0.0573-1.10
γ40.13112.66
γ5-0.1339-3.24
γ60.05841.66
γ70.02430.72
γ8-0.0665-1.57
γ90.05180.66
Estimation Period:
Jun 10, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts