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Vaudoise Assurances Hldg Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.27% (-0.93%)
Analysis last updated: Thursday, February 12, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vaudoise Assurances Hldg SGARCH
paramt-stat
ω0.52333.65
α0.10642.63
β0.00000.00
γ1-10.0895-1.91
γ213.26351.79
γ3-4.9067-1.45
γ43.62331.49
γ5-3.2662-1.42
γ62.96291.38
γ7-3.6570-1.66
γ86.78192.28
γ9-12.0042-2.79
γ1014.71423.24
Estimation Period:
Aug 14, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts