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V-Lab

Patrimoine et Commerce SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.44% (-0.32%)
Analysis last updated: Wednesday, February 11, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Patrimoine et Commerce SA S0GARCH
paramt-stat
ω0.66635.77
α0.19008.47
β0.695720.69
γ1-0.3391-2.85
γ20.74853.75
γ3-1.1268-6.61
γ41.18697.61
γ5-0.5225-3.82
γ60.17561.34
γ7-0.3216-2.42
γ80.29152.49
γ9-0.0950-1.25
Estimation Period:
Mar 2, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts