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Societatea Nationala Nuclear Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.15% (-2.68%)
Analysis last updated: Friday, February 13, 2026 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Societatea Nationala Nuclear SGARCH
paramt-stat
ω0.79584.70
α0.31135.46
β0.53929.50
γ1-1.7157-2.55
γ22.91402.52
γ3-1.8285-2.03
γ40.94821.21
γ5-0.6308-0.92
γ60.48100.69
γ70.02280.03
γ8-0.8823-1.29
γ91.51512.55
γ10-1.2861-1.43
Estimation Period:
Nov 5, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts