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Papoytsanis Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.93% (-2.32%)
Analysis last updated: Saturday, February 7, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Papoytsanis Sa S0GARCH
paramt-stat
ω0.83274.08
α0.14148.99
β0.760727.70
γ10.05540.73
γ2-0.1199-1.15
γ30.14872.55
γ4-0.1664-3.07
γ50.15432.57
γ6-0.1835-2.47
γ70.18242.39
γ8-0.1529-2.41
γ90.17552.98
γ10-0.1099-2.48
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts