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V-Lab

Safran SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.48% (-0.65%)
Analysis last updated: Friday, February 6, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Safran SA S0GARCH
paramt-stat
ω1.02623.46
α0.09679.20
β0.852756.75
γ1-0.0611-1.27
γ20.21903.45
γ3-0.3274-8.44
γ40.28838.23
γ5-0.2005-6.05
γ60.09522.77
γ70.02990.70
γ8-0.0834-1.90
γ90.05541.95
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts