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Sys-Dat S P A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.36% (-3.58%)
Analysis last updated: Wednesday, February 11, 2026 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Sys-Dat S P A S0GARCH
paramt-stat
ω2.04672.11
α0.10201.56
β0.00000.00
γ192.83062.19
γ2-152.4978-2.58
γ3121.44283.17
γ4-96.0420-1.75
γ521.03370.34
γ647.04121.02
γ7-59.4675-2.24
γ833.57781.98
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts