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Vrfabric SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.38% (-0.98%)
Analysis last updated: Wednesday, February 11, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vrfabric SA S0GARCH
paramt-stat
ω3.25012.67
α0.20653.24
β0.18750.85
γ127.07921.31
γ2-3.7336-0.12
γ3-60.9530-3.23
γ473.32484.63
γ5-66.1941-3.87
γ656.37432.64
γ7-38.7050-1.88
γ83.51340.17
γ925.94601.43
γ10-21.9362-2.14
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts