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Maison Pommery & Associes SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.99% (-1.64%)
Analysis last updated: Saturday, February 14, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maison Pommery & Associes SA S0GARCH
paramt-stat
ω1.38826.73
α0.15595.22
β0.688311.97
γ10.00190.03
γ2-0.1120-1.27
γ30.27653.90
γ4-0.2479-3.64
γ50.09521.45
γ6-0.0566-0.96
γ70.13552.61
γ8-0.1667-3.01
γ90.09872.10
Estimation Period:
Apr 8, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts