Skip to main content
V-Lab

Toplivo-Sofia JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:408.14% (+296.58%)
Analysis last updated: Wednesday, January 7, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toplivo-Sofia JSC SGARCH
paramt-stat
ω0.59064.69
α0.13594.29
β0.26702.15
γ1-0.1537-1.05
γ20.26291.30
γ3-0.2941-2.19
γ40.24411.73
γ5-0.1042-0.73
γ60.25271.61
γ7-0.3741-2.00
γ80.14430.59
γ90.38380.71
Estimation Period:
Oct 31, 2006 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts