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Petroleo Brasileiro SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.23% (-1.42%)
Analysis last updated: Sunday, February 15, 2026 at 04:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petroleo Brasileiro SA S0GARCH
paramt-stat
ω2.21254.23
α0.08505.89
β0.864243.83
γ1-0.1133-1.57
γ20.21401.78
γ3-0.1547-1.88
γ40.12522.12
γ5-0.1386-2.51
γ60.17443.53
γ7-0.2255-4.76
γ80.19523.75
γ9-0.1374-2.49
γ100.09232.26
Estimation Period:
Sep 24, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts