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Stalprodukt Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.01% (+1.96%)
Analysis last updated: Thursday, February 12, 2026 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stalprodukt Sa S0GARCH
paramt-stat
ω1.12037.67
α0.15977.02
β0.689415.88
γ10.01030.24
γ2-0.0154-0.22
γ30.00260.05
γ40.01290.30
γ5-0.0445-1.07
γ60.11362.44
γ7-0.1920-3.42
γ80.17323.59
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts