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Recticel Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.45% (-3.45%)
Analysis last updated: Thursday, February 12, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Recticel Sa S0GARCH
paramt-stat
ω1.56996.97
α0.16617.10
β0.668615.83
γ10.04561.77
γ2-0.0578-1.38
γ3-0.0054-0.16
γ40.07482.49
γ5-0.1272-5.23
γ60.13425.63
γ7-0.1008-3.86
γ80.04362.05
Estimation Period:
Jun 18, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts