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V-Lab

Novabase Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.98% (-0.95%)
Analysis last updated: Friday, February 6, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novabase Sgps Sa SGARCH
paramt-stat
ω1.63294.59
α0.24857.53
β0.549111.36
γ10.01110.12
γ20.17081.25
γ3-0.3256-3.24
γ40.23882.78
γ5-0.2211-2.54
γ60.27632.97
γ7-0.2774-2.93
γ80.21662.22
γ9-0.2096-1.14
Estimation Period:
Jan 4, 2000 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts