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Proximus SADP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.41% (-1.16%)
Analysis last updated: Friday, February 13, 2026 at 07:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Proximus SADP S0GARCH
paramt-stat
ω0.93467.69
α0.07885.12
β0.815823.83
γ10.11861.36
γ2-0.2511-1.84
γ30.27203.23
γ4-0.2738-3.91
γ50.24723.40
γ6-0.1534-2.07
γ70.04150.57
γ8-0.0093-0.16
Estimation Period:
Mar 19, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts