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V-Lab

Comp SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.74% (+0.91%)
Analysis last updated: Thursday, February 12, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

All

graph of Comp SA SGARCH
paramt-stat
ω0.35882.22
α0.22821.64
β0.00000.00
γ1-118.9130-0.37
γ2433.43270.78
γ3-591.0436-1.23
γ4295.19260.80
γ5656.67732.03
γ6-2,115.1910-3.56
γ72,732.56703.65
γ8-1,956.5210-3.56
γ9795.23881.46
γ1080.68850.10
Estimation Period:
May 12, 2025 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts