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V-Lab

Estrima S P A Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.62% (-4.80%)
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 SGARCH
paramt-stat
ω0.62444.13
α0.32204.42
β0.28162.11
γ12.87660.46
γ2-8.6780-0.98
γ39.31451.73
γ4-1.3247-0.18
γ5-5.7771-0.47
γ6-0.0519-0.00
γ718.18171.70
γ8-34.6898-3.80
γ936.44114.43
γ10-28.7787-2.66
Estimation Period:
Dec 30, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts