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Schneider Electric Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.82% (-0.38%)
Analysis last updated: Wednesday, February 11, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Schneider Electric Sa SGARCH
paramt-stat
ω0.54821.82
α0.04684.39
β0.877324.81
γ1-0.0638-0.42
γ20.17930.79
γ3-0.2378-1.48
γ40.14501.33
γ5-0.0285-0.46
γ60.03310.83
γ7-0.0391-1.05
γ80.03860.77
Estimation Period:
Aug 23, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts