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V-Lab

Protektor Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.65% (+6.27%)
Analysis last updated: Thursday, February 12, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Protektor Sa SGARCH
paramt-stat
ω1.35084.23
α0.15875.89
β0.670211.73
γ10.35281.14
γ2-0.2567-0.55
γ3-0.3759-1.22
γ40.38271.32
γ5-0.0188-0.06
γ60.12110.27
γ7-0.4334-0.69
γ8-0.0224-0.04
γ90.88491.90
γ10-1.0091-2.00
Estimation Period:
May 13, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts