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Transstroy-Burgas AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:98.98% (0.00%)
Analysis last updated: Tuesday, January 13, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Transstroy-Burgas AD S0GARCH
paramt-stat
ω2.93318.28
α0.00000.00
β0.00000.00
γ10.12280.47
γ2-0.1405-0.30
γ30.44151.01
γ4-1.0070-2.49
γ51.14512.86
γ6-1.0715-2.31
γ70.87851.54
γ8-0.3749-0.53
γ90.19510.28
γ10-0.4636-1.05
Estimation Period:
Nov 3, 2006 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts