Skip to main content
V-Lab

Maison Pommery & Associes SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.01% (+1.30%)
Analysis last updated: Thursday, February 12, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maison Pommery & Associes SA SGARCH
paramt-stat
ω1.46517.15
α0.15555.44
β0.685111.94
γ10.02550.46
γ2-0.1478-1.70
γ30.29894.26
γ4-0.2667-3.95
γ50.11281.73
γ6-0.0771-1.31
γ70.16503.04
γ8-0.2195-3.17
γ90.22432.14
Estimation Period:
Apr 8, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts