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Pierre & Vacances SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.69% (+1.56%)
Analysis last updated: Wednesday, February 11, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pierre & Vacances SA S0GARCH
paramt-stat
ω1.18657.68
α0.13486.73
β0.767221.96
γ1-0.0373-0.48
γ20.09660.67
γ3-0.0543-0.25
γ4-0.0653-0.24
γ50.16880.83
γ6-0.2577-1.93
γ70.27902.40
γ8-0.1329-1.28
γ9-0.1076-1.07
γ100.17412.33
Estimation Period:
Jun 11, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts