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JDE Peet'S NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.52% (-0.02%)
Analysis last updated: Wednesday, February 11, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of JDE Peet'S NV S0GARCH
paramt-stat
ω0.77716.94
α0.06481.44
β0.28810.78
γ1-2.4576-2.50
γ24.78443.27
γ3-5.3574-4.34
γ45.17283.85
γ5-1.3442-1.07
γ6-2.9485-1.85
γ73.06201.92
Estimation Period:
Jun 8, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts