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Rawlplug Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.86% (+8.96%)
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 SGARCH
paramt-stat
ω0.72497.24
α0.11816.11
β0.60749.30
γ10.04130.43
γ2-0.2440-1.55
γ30.38063.14
γ4-0.2921-2.46
γ50.11110.96
γ60.13231.33
γ7-0.2548-3.08
γ80.17672.11
γ9-0.0593-0.48
Estimation Period:
Dec 2, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts