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V-Lab

Valmore Holding Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.79% (-0.70%)
Analysis last updated: Tuesday, February 10, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valmore Holding SGARCH
paramt-stat
ω0.97364.50
α0.19518.77
β0.633516.82
γ10.21632.48
γ2-0.3239-2.44
γ30.07490.58
γ40.07830.58
γ5-0.0764-0.76
γ60.08151.05
γ7-0.1446-1.36
γ80.26011.61
γ9-0.6006-2.24
Estimation Period:
Jul 2, 2002 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts