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V-Lab

SOITEC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:112.06% (-10.15%)
Analysis last updated: Tuesday, February 10, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SOITEC SGARCH
paramt-stat
ω0.72366.41
α0.13005.86
β0.684414.75
γ1-0.1971-2.65
γ20.10240.86
γ30.35963.73
γ4-0.5184-5.24
γ50.42274.01
γ6-0.2803-2.62
γ70.14821.52
γ8-0.0406-0.39
γ90.04960.39
γ100.05650.29
Estimation Period:
Feb 9, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts