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V-Lab

Varroc Engineering Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.34% (-4.53%)
Analysis last updated: Wednesday, February 11, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Varroc Engineering S0GARCH
paramt-stat
ω1.23893.89
α0.11772.73
β0.55534.35
γ10.72680.83
γ20.20490.14
γ3-2.4559-1.85
γ43.21412.20
γ5-4.0917-2.97
γ65.00324.27
γ7-4.1835-3.63
γ81.78321.46
γ90.02470.03
Estimation Period:
Jul 6, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts