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V-Lab

Patentus Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.90% (-2.38%)
Analysis last updated: Wednesday, February 11, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Patentus Sa SGARCH
paramt-stat
ω1.36842.28
α0.11723.95
β0.60216.10
γ10.85512.77
γ2-1.3582-3.52
γ30.80513.81
γ4-0.4507-2.05
γ50.32901.69
γ6-0.4259-1.60
γ70.42501.12
γ8-0.3129-0.83
γ90.03710.10
Estimation Period:
Nov 9, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts