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V-Lab

Revo Insurance SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.55% (+3.36%)
Analysis last updated: Thursday, February 12, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Revo Insurance SPA S0GARCH
paramt-stat
ω0.50723.45
α0.18753.92
β0.33492.35
γ120.97844.87
γ2-31.9193-5.32
γ312.95073.59
γ4-5.9126-1.86
γ510.30802.83
γ6-13.5540-3.14
γ714.22943.38
γ8-9.5654-2.32
γ92.41050.59
γ10-0.4762-0.16
Estimation Period:
May 26, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts