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Vrfabric SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.29% (-0.41%)
Analysis last updated: Wednesday, February 11, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vrfabric SA SGARCH
paramt-stat
ω3.25692.66
α0.20943.31
β0.19430.90
γ126.85551.29
γ2-3.0168-0.10
γ3-62.2440-3.29
γ474.99444.71
γ5-67.6610-3.93
γ657.15962.65
γ7-38.6495-1.85
γ82.25340.10
γ929.51181.30
γ10-30.9312-1.04
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts