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V-Lab

ZPC Otmuchow SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.80% (-2.62%)
Analysis last updated: Sunday, February 8, 2026 at 02:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ZPC Otmuchow SA SGARCH
paramt-stat
ω0.36234.97
α0.14464.81
β0.51816.17
γ1-1.3100-3.78
γ21.63553.07
γ3-0.3118-0.92
γ40.00050.00
γ5-0.1000-0.38
γ60.37801.50
γ7-0.6486-2.50
γ80.26400.90
γ90.51381.54
γ10-1.0575-2.58
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts