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Stalprofil Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.42% (-0.34%)
Analysis last updated: Wednesday, February 11, 2026 at 11:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stalprofil Sa S0GARCH
paramt-stat
ω1.41145.19
α0.12806.10
β0.58759.16
γ10.16561.45
γ2-0.2118-1.23
γ3-0.0618-0.46
γ40.25842.00
γ5-0.2074-1.64
γ6-0.0163-0.13
γ70.31902.65
γ8-0.5437-4.59
γ90.38792.96
γ10-0.0473-0.46
Estimation Period:
Jul 4, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts