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V-Lab

Newag Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.54% (-0.37%)
Analysis last updated: Sunday, February 15, 2026 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newag Sa SGARCH
paramt-stat
ω0.84605.21
α0.22356.01
β0.50066.82
γ10.94341.99
γ2-1.7230-2.36
γ31.12642.31
γ4-0.4186-0.89
γ50.38940.84
γ6-1.0842-2.40
γ71.69583.45
γ8-1.7379-3.36
γ91.66503.07
γ10-2.4155-2.80
Estimation Period:
Dec 5, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts