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V-Lab

Newag Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.67% (-2.34%)
Analysis last updated: Thursday, February 12, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newag Sa S0GARCH
paramt-stat
ω0.84485.13
α0.21766.07
β0.52207.43
γ10.92381.90
γ2-1.6857-2.25
γ31.08712.19
γ4-0.3822-0.79
γ50.37440.78
γ6-1.0753-2.31
γ71.62493.26
γ8-1.4888-2.94
γ91.01632.33
γ10-0.5754-2.10
Estimation Period:
Dec 5, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts