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V-Lab

Myhotelmatch SACA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.82% (-3.23%)
Analysis last updated: Wednesday, February 11, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Myhotelmatch SACA SGARCH
paramt-stat
ω0.39471.77
α0.14977.78
β0.796432.12
γ1-0.5191-3.93
γ20.62904.17
γ30.23161.95
γ4-0.9733-7.86
γ51.15505.90
γ6-0.9961-3.54
γ70.89643.89
γ8-0.5200-3.51
γ90.00190.01
Estimation Period:
Sep 18, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts