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SMT Scharf AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.12% (+37.68%)
Analysis last updated: Tuesday, February 17, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SMT Scharf AG SGARCH
paramt-stat
ω0.92793.56
α0.15725.46
β0.663210.79
γ1-0.6462-2.25
γ21.13152.95
γ3-0.8173-4.05
γ40.60742.41
γ5-0.5279-1.73
γ60.47951.83
γ7-0.3210-1.69
γ80.05800.31
γ90.07410.38
γ10-0.3464-1.06
Estimation Period:
Apr 10, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts