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Viscofan SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.84% (+0.10%)
Analysis last updated: Tuesday, February 10, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Viscofan SA S0GARCH
paramt-stat
ω1.00517.42
α0.08367.15
β0.814326.90
γ1-0.0373-1.10
γ20.06231.23
γ3-0.0835-2.73
γ40.12785.15
γ5-0.1147-4.17
γ60.06031.88
γ70.00330.08
γ8-0.0476-0.78
γ90.04360.76
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts