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V-Lab

Papoytsanis Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.82% (-2.06%)
Analysis last updated: Saturday, February 7, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Papoytsanis Sa SGARCH
paramt-stat
ω0.86424.39
α0.14028.98
β0.759427.21
γ10.08991.25
γ2-0.1791-1.82
γ30.19393.43
γ4-0.2035-3.85
γ50.18223.13
γ6-0.2012-2.78
γ70.18952.52
γ8-0.1441-2.25
γ90.13462.07
γ100.01710.18
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts