Skip to main content
V-Lab

Plastivaloire Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.36% (-4.11%)
Analysis last updated: Friday, February 13, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Plastivaloire S0GARCH
paramt-stat
ω0.55574.78
α0.14986.33
β0.702917.52
γ1-0.0865-1.05
γ20.18221.59
γ3-0.2258-4.16
γ40.17623.76
γ50.02500.50
γ6-0.1716-3.61
γ70.18223.38
γ8-0.1268-2.73
γ90.05611.29
γ10-0.0163-0.42
Estimation Period:
Jun 25, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts