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V-Lab

Viscofan SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.79% (-0.11%)
Analysis last updated: Sunday, February 15, 2026 at 02:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Viscofan SA SGARCH
paramt-stat
ω0.93197.08
α0.07957.05
β0.827030.18
γ1-0.0610-1.80
γ20.09941.94
γ3-0.1074-3.45
γ40.14605.77
γ5-0.1257-4.52
γ60.06011.83
γ70.02130.48
γ8-0.0986-1.45
γ90.17601.51
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts