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Myhotelmatch SACA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.03% (-4.09%)
Analysis last updated: Saturday, February 7, 2026 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Myhotelmatch SACA S0GARCH
paramt-stat
ω0.39791.78
α0.15037.62
β0.796031.61
γ1-0.5168-3.92
γ20.62814.17
γ30.22561.91
γ4-0.9632-7.81
γ51.14535.89
γ6-0.9913-3.54
γ70.90383.96
γ8-0.5529-4.18
γ90.09541.16
Estimation Period:
Sep 18, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts