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V-Lab

Lubelski Wegiel Bogdanka Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.84% (-4.34%)
Analysis last updated: Sunday, February 8, 2026 at 02:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lubelski Wegiel Bogdanka Sa SGARCH
paramt-stat
ω0.73244.09
α0.15826.49
β0.713615.98
γ1-0.0694-0.19
γ20.00130.00
γ30.42581.58
γ4-0.8501-3.14
γ50.81402.98
γ6-0.3815-1.63
γ70.08560.40
γ8-0.3233-1.19
γ90.61701.37
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts