Skip to main content
V-Lab

Saputo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.80% (-1.62%)
Analysis last updated: Friday, February 20, 2026 at 01:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saputo Inc S0GARCH
paramt-stat
ω1.68667.39
α0.18047.63
β0.44187.65
γ10.00340.07
γ2-0.0639-0.87
γ30.23895.32
γ4-0.3803-10.09
γ50.33178.32
γ6-0.1728-4.22
γ70.08081.83
γ8-0.0709-1.54
γ90.03971.18
Estimation Period:
Oct 15, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts