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V-Lab

Trakcja Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.58% (-1.25%)
Analysis last updated: Sunday, February 8, 2026 at 02:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trakcja Sa S0GARCH
paramt-stat
ω1.03995.74
α0.09324.61
β0.824321.45
γ10.00160.01
γ20.47591.32
γ3-1.1443-4.55
γ40.96733.82
γ5-0.2199-0.82
γ60.00050.00
γ7-0.3578-1.51
γ80.17770.61
γ90.51441.99
γ10-0.6147-4.25
Estimation Period:
Apr 2, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts