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V-Lab

Stroc Industrie SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.96% (+3.89%)
Analysis last updated: Sunday, February 15, 2026 at 02:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stroc Industrie SA SGARCH
paramt-stat
ω0.39484.05
α0.16448.00
β0.649913.12
γ1-0.7114-1.85
γ20.92061.55
γ3-0.3500-0.80
γ40.01560.05
γ50.62212.33
γ6-1.3933-4.99
γ71.76916.83
γ8-1.3448-5.29
γ90.80012.66
γ10-0.7722-1.78
Estimation Period:
Jul 7, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts