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Remy Cointreau SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.67% (-2.90%)
Analysis last updated: Thursday, February 12, 2026 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Remy Cointreau SA S0GARCH
paramt-stat
ω1.43295.90
α0.09806.74
β0.807628.26
γ10.07783.58
γ2-0.1516-4.89
γ30.13787.14
γ4-0.0961-5.10
γ50.03591.67
γ60.02291.09
γ7-0.0478-3.17
Estimation Period:
Dec 25, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts