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V-Lab

Patrimoine et Commerce SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.94% (-1.14%)
Analysis last updated: Saturday, February 7, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Patrimoine et Commerce SA SGARCH
paramt-stat
ω0.64485.76
α0.19058.55
β0.689119.94
γ1-0.3679-3.13
γ20.79714.06
γ3-1.1627-6.93
γ41.21427.91
γ5-0.5439-4.03
γ60.20281.56
γ7-0.3729-2.81
γ80.40073.20
γ9-0.3598-2.15
Estimation Period:
Mar 2, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts