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V-Lab

Umicore SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.50% (-0.01%)
Analysis last updated: Thursday, February 12, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umicore SA SGARCH
paramt-stat
ω1.457214,571,760.00
α0.0738738,450.00
β0.92459,245,180.00
γ1-0.4317-4,316,500.00
γ23.264032,640,040.00
γ3-14.4083-144,083,100.00
γ4-13.5017-135,016,800.00
γ519.8636198,635,900.00
γ626.3810263,809,900.00
γ721.7273217,272,800.00
γ833.2964332,964,300.00
γ9-237.2850-2,372,850,000.00
Estimation Period:
Apr 21, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts