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Stalexport Autostrady Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.21% (-2.74%)
Analysis last updated: Tuesday, February 10, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stalexport Autostrady Sa S0GARCH
paramt-stat
ω1.31516.08
α0.16926.55
β0.663714.45
γ10.05831.18
γ2-0.1101-1.52
γ30.10121.88
γ4-0.1465-2.34
γ50.16472.70
γ6-0.0705-1.31
γ70.01200.21
γ80.00650.10
γ9-0.0333-0.52
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts