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V-Lab

Novabase Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.48% (-0.25%)
Analysis last updated: Friday, February 13, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novabase Sgps Sa S0GARCH
paramt-stat
ω2.30683.43
α0.23185.83
β0.43186.95
γ10.14881.28
γ2-0.0826-0.53
γ30.00560.06
γ4-0.2172-2.59
γ50.24112.51
γ6-0.1990-1.56
γ70.26201.52
γ8-0.3320-2.04
γ90.30742.62
γ10-0.1873-2.80
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts