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Novabase Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.04% (-0.81%)
Analysis last updated: Friday, February 6, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novabase Sgps Sa S0GARCH
paramt-stat
ω1.63124.56
α0.24917.44
β0.547510.96
γ10.01780.20
γ20.15601.15
γ3-0.3078-3.08
γ40.21882.56
γ5-0.2003-2.30
γ60.25322.71
γ7-0.2452-2.59
γ80.15882.05
γ9-0.0664-1.31
Estimation Period:
Jan 4, 2000 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts