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V-Lab

Protektor Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.81% (-2.93%)
Analysis last updated: Friday, February 13, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Protektor Sa S0GARCH
paramt-stat
ω1.33764.16
α0.16065.91
β0.669811.75
γ10.33721.08
γ2-0.2376-0.51
γ3-0.3761-1.22
γ40.37201.28
γ5-0.0028-0.01
γ60.10610.23
γ7-0.4229-0.67
γ8-0.0279-0.04
γ90.88722.10
γ10-1.0091-4.12
Estimation Period:
May 13, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts