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Societe DE Realisations Meca Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.67% (-4.62%)
Analysis last updated: Wednesday, February 11, 2026 at 11:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Societe DE Realisations Meca S0GARCH
paramt-stat
ω0.80264.83
α0.15257.67
β0.683314.88
γ1-0.0475-0.25
γ20.00360.01
γ30.12450.66
γ4-0.1638-0.89
γ50.20301.05
γ6-0.5261-2.59
γ70.90985.06
γ8-0.5428-3.68
γ9-0.1028-0.95
Estimation Period:
May 29, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts