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V-Lab

Neosperience Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:72.21% (+0.20%)
Analysis last updated: Sunday, June 22, 2025 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Neosperience Spa S0GARCH
paramt-stat
ω1.25545.12
α0.22813.00
β0.35462.20
γ1-0.8216-0.52
γ21.80500.67
γ3-3.0490-1.26
γ46.14212.08
γ5-6.9149-1.67
γ63.00210.83
γ70.43630.23
γ8-0.1535-0.10
γ9-1.0989-0.78
Estimation Period:
Feb 20, 2019 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts