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SMT Scharf AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.18% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SMT Scharf AG S0GARCH
paramt-stat
ω0.93823.67
α0.15355.25
β0.657510.21
γ1-0.6150-2.18
γ21.07812.87
γ3-0.7778-3.94
γ40.57882.35
γ5-0.5077-1.70
γ60.46821.82
γ7-0.3349-1.78
γ80.12670.67
γ9-0.1025-0.55
γ100.15661.24
Estimation Period:
Apr 10, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts