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V-Lab

Romi Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.40% (-0.49%)
Analysis last updated: Saturday, February 14, 2026 at 01:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Romi Sa SGARCH
paramt-stat
ω1.04533.66
α0.11566.07
β0.670410.62
γ1-0.0771-0.57
γ20.13380.57
γ3-0.0407-0.23
γ4-0.0877-0.87
γ50.17162.97
γ6-0.1806-3.50
γ70.15763.14
γ8-0.2378-4.74
γ90.22552.87
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts