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V-Lab

Surteco Group SE Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.30% (-2.35%)
Analysis last updated: Wednesday, February 11, 2026 at 08:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Surteco Group SE SGARCH
paramt-stat
ω0.53803.70
α0.14916.60
β0.665014.45
γ1-0.4094-2.58
γ20.59112.52
γ3-0.3413-1.85
γ40.22271.24
γ5-0.1362-0.67
γ60.19870.87
γ7-0.2274-1.00
γ80.31971.69
γ9-0.5282-2.76
γ100.57041.69
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts