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Mak-Gabrovo Jsc-Gabrovo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:852.02% (+795.66%)
Analysis last updated: Wednesday, January 7, 2026 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mak-Gabrovo Jsc-Gabrovo S0GARCH
paramt-stat
ω0.68701.03
α0.63737.91
β0.36074.50
γ1-2.1936-2.00
γ23.15422.47
γ3-1.7802-2.75
γ41.28051.69
γ50.04840.07
γ6-1.7348-2.80
γ72.18263.20
γ8-0.6954-0.92
γ9-0.7828-1.29
Estimation Period:
Nov 20, 2006 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts