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V-Lab

Plc Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.10% (-4.72%)
Analysis last updated: Friday, February 13, 2026 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Plc Spa S0GARCH
paramt-stat
ω1.58982.36
α0.22913.92
β0.35913.54
γ10.21911.43
γ2-0.1930-1.05
γ3-0.1094-1.22
γ40.19631.75
γ5-0.3772-3.00
γ60.55655.35
γ7-0.4498-5.10
γ80.20552.98
Estimation Period:
Jul 20, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts