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V-Lab

Sostravel.Com S.P.A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.66% (+6.59%)
Analysis last updated: Wednesday, February 11, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sostravel.Com S.P.A SGARCH
paramt-stat
ω1.55093.18
α0.19554.08
β0.43134.35
γ12.90661.49
γ2-3.7833-1.22
γ30.63040.28
γ41.25080.66
γ5-2.9194-1.32
γ63.97091.87
γ7-2.9449-1.73
γ80.03480.02
γ93.64521.87
γ10-7.4149-2.41
Estimation Period:
Aug 1, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts