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V-Lab

Estrima S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:89.33% (-2.64%)
Analysis last updated: Thursday, February 12, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Estrima S P A S0GARCH
paramt-stat
ω0.45293.02
α0.31474.33
β0.27271.93
γ1-4.3713-0.67
γ21.20740.13
γ35.45661.00
γ40.48470.06
γ5-6.6347-0.55
γ60.48300.04
γ717.33331.65
γ8-32.7369-3.62
γ932.02654.23
γ10-17.3642-4.06
Estimation Period:
Dec 30, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts