Skip to main content
V-Lab

R. Stahl AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.92% (-0.68%)
Analysis last updated: Thursday, February 12, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of R. Stahl AG SGARCH
paramt-stat
ω0.83763.98
α0.14895.72
β0.694914.22
γ10.19091.26
γ2-0.3942-1.85
γ30.35423.12
γ4-0.2722-2.70
γ50.17101.63
γ6-0.1308-1.29
γ70.22462.14
γ8-0.1458-1.05
γ9-0.0733-0.50
γ100.02990.20
Estimation Period:
Nov 2, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts