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V-Lab

Umicore SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.67% (-0.48%)
Analysis last updated: Tuesday, February 10, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umicore SA SGARCH
paramt-stat
ω1.05085.39
α0.05868.43
β0.900772.65
γ1-0.0920-1.91
γ20.23633.37
γ3-0.2719-5.76
γ40.21094.47
γ5-0.0803-1.78
γ6-0.0982-2.42
γ70.17704.10
γ8-0.0621-1.46
γ9-0.0958-1.71
γ100.20801.97
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts