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Lubelski Wegiel Bogdanka Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.58% (-4.51%)
Analysis last updated: Sunday, February 8, 2026 at 02:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lubelski Wegiel Bogdanka Sa S0GARCH
paramt-stat
ω0.73644.15
α0.16016.57
β0.708815.71
γ1-0.0665-0.18
γ20.00120.00
γ30.41631.55
γ4-0.8349-3.10
γ50.79602.93
γ6-0.3591-1.55
γ70.05060.25
γ8-0.2544-1.28
γ90.44632.64
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts