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V-Lab

Novabase Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.21% (-0.69%)
Analysis last updated: Saturday, February 7, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novabase Sgps Sa SGARCH
paramt-stat
ω2.30653.50
α0.23175.78
β0.40986.42
γ10.16311.42
γ2-0.1084-0.71
γ30.02880.33
γ4-0.2429-2.93
γ50.26952.83
γ6-0.2270-1.80
γ70.28981.70
γ8-0.3666-2.29
γ90.36592.99
γ10-0.3238-1.94
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts