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V-Lab

OZE Capital SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:79.61% (-2.73%)
Analysis last updated: Friday, February 6, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OZE Capital SA S0GARCH
paramt-stat
ω0.81891.78
α0.15655.96
β0.776222.80
γ1-1.1568-1.02
γ22.06621.28
γ3-1.3882-1.94
γ40.60251.24
γ5-0.1806-0.37
γ60.03220.07
γ70.08770.17
γ8-0.1904-0.34
γ90.51680.91
γ10-0.6580-1.35
Estimation Period:
Dec 23, 2010 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts