Skip to main content
V-Lab

Stefanutti Stocks Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.72% (+1.30%)
Analysis last updated: Thursday, February 12, 2026 at 12:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stefanutti Stocks Holdings Ltd S0GARCH
paramt-stat
ω0.48105.06
α0.10654.98
β0.769217.11
γ1-0.4646-1.69
γ20.58301.50
γ3-0.0021-0.01
γ40.08240.42
γ5-0.7335-2.65
γ61.34723.20
γ7-1.6533-4.04
γ81.22664.52
γ9-0.6394-3.58
γ100.42793.56
Estimation Period:
Aug 3, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts