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Tarczynski SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.91% (-0.33%)
Analysis last updated: Tuesday, February 17, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tarczynski SA S0GARCH
paramt-stat
ω1.07434.34
α0.17704.41
β0.47395.34
γ10.50351.27
γ2-0.8035-1.44
γ30.49351.43
γ4-0.0943-0.27
γ5-0.0490-0.11
γ6-0.5472-1.05
γ71.07712.28
γ8-1.0930-2.87
γ90.75202.94
Estimation Period:
Jul 8, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts