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V-Lab

Met Extra Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.96% (-4.94%)
Analysis last updated: Saturday, February 7, 2026 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Met Extra Group S0GARCH
paramt-stat
ω0.60557.62
α0.20757.38
β0.685016.95
γ10.06132.18
γ2-0.1394-2.82
γ30.11562.77
γ4-0.0448-1.36
γ50.00720.26
γ60.00290.10
γ7-0.0056-0.24
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts