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V-Lab

Stalexport Autostrady Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.09% (-2.51%)
Analysis last updated: Tuesday, February 10, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stalexport Autostrady Sa SGARCH
paramt-stat
ω1.37406.37
α0.16796.56
β0.660514.07
γ10.08251.71
γ2-0.1496-2.10
γ30.12892.41
γ4-0.1697-2.74
γ50.18453.08
γ6-0.0887-1.67
γ70.03360.57
γ8-0.0291-0.35
γ90.04580.30
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts