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V-Lab

TomTom NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.72% (-2.42%)
Analysis last updated: Sunday, February 8, 2026 at 01:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TomTom NV SGARCH
paramt-stat
ω1.66654.91
α0.04223.68
β0.863115.42
γ10.71385.50
γ2-1.0850-5.29
γ30.46342.93
γ4-0.0906-0.61
γ5-0.0446-0.23
γ60.16480.74
γ7-0.1988-0.61
γ80.09640.28
γ9-0.0251-0.09
γ100.07490.21
Estimation Period:
May 27, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts