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Rawlplug Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.91% (+8.93%)
Analysis last updated: Wednesday, February 11, 2026 at 11:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rawlplug Sa S0GARCH
paramt-stat
ω0.72117.23
α0.11806.11
β0.60939.35
γ10.03160.33
γ2-0.2268-1.44
γ30.36643.02
γ4-0.2806-2.35
γ50.10380.89
γ60.13431.35
γ7-0.2517-3.13
γ80.17072.51
γ9-0.0520-0.98
Estimation Period:
Dec 2, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts