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Lpp Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.32% (-0.70%)
Analysis last updated: Sunday, February 8, 2026 at 03:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lpp Sa S0GARCH
paramt-stat
ω1.32386.98
α0.15985.87
β0.47886.32
γ10.25014.15
γ2-0.3986-4.45
γ30.22043.90
γ4-0.0537-1.04
γ5-0.1025-1.94
γ60.22924.85
γ7-0.2886-6.45
γ80.19695.02
Estimation Period:
Nov 6, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts