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V-Lab

Romi Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.82% (-1.33%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romi Sa S0GARCH
paramt-stat
ω1.06903.71
α0.11516.06
β0.672010.73
γ1-0.0647-0.49
γ20.11620.50
γ3-0.0343-0.20
γ4-0.0875-0.87
γ50.16772.91
γ6-0.1784-3.46
γ70.16383.29
γ8-0.2628-6.04
γ90.301810.04
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts