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V-Lab

Olidata SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.74% (+17.88%)
Analysis last updated: Saturday, February 7, 2026 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Olidata SPA SGARCH
paramt-stat
ω1.05373.37
α0.32155.38
β0.45447.77
γ10.27770.97
γ2-0.6124-1.48
γ30.61612.20
γ4-0.1833-0.76
γ5-0.3639-1.79
γ60.51582.18
γ7-0.6125-2.07
γ80.76511.89
γ9-0.5859-1.18
γ10-0.2064-0.38
Estimation Period:
Feb 18, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts