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Moda Bagno SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.18% (-0.39%)
Analysis last updated: Saturday, February 7, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moda Bagno SA S0GARCH
paramt-stat
ω1.21112.73
α0.11409.86
β0.873669.47
γ10.09960.35
γ2-0.2603-0.60
γ30.36611.25
γ4-0.4857-1.93
γ50.82192.05
γ6-1.7550-4.08
γ72.71334.67
γ8-2.2488-2.11
γ90.71860.78
γ100.14610.37
Estimation Period:
Apr 23, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts