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V-Lab

Wasko SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:74.59% (-2.63%)
Analysis last updated: Wednesday, February 11, 2026 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wasko SA SGARCH
paramt-stat
ω1.06366.96
α0.15673.61
β0.54885.32
γ1-0.0133-0.05
γ20.03920.09
γ3-0.2452-0.89
γ40.56502.90
γ5-0.5820-2.95
γ60.48782.38
γ7-0.6527-3.10
γ80.73473.07
γ9-0.6884-2.06
γ101.42212.41
Estimation Period:
Nov 5, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts