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Romande Energie Holding Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.01% (-1.61%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romande Energie Holding Sa SGARCH
paramt-stat
ω0.95505.01
α0.12498.25
β0.741323.96
γ1-0.2829-3.41
γ20.49724.33
γ3-0.3828-4.75
γ40.27603.11
γ5-0.1749-2.11
γ60.10411.45
γ70.00430.06
γ8-0.0895-1.39
γ90.01020.11
Estimation Period:
Dec 7, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts