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SGS SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:25.54% (+0.45%)
Analysis last updated: Sunday, January 25, 2026 at 12:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SGS SA S0GARCH
paramt-stat
ω0.86334.98
α0.06284.25
β0.850620.96
γ1-0.0612-0.25
γ2-0.0901-0.25
γ30.24380.86
γ4-0.1561-0.65
γ50.34341.59
γ6-0.7810-3.09
γ71.04063.31
γ8-0.7867-2.61
Estimation Period:
Sep 8, 2006 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts