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V-Lab

Stefanutti Stocks Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.19% (+1.26%)
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 SGARCH
paramt-stat
ω0.47215.07
α0.10834.95
β0.760716.36
γ1-0.4828-1.78
γ20.60981.59
γ3-0.0189-0.09
γ40.10020.51
γ5-0.7536-2.75
γ61.36903.26
γ7-1.6776-4.11
γ81.25774.61
γ9-0.6862-3.39
γ100.52451.64
Estimation Period:
Aug 3, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts