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Cia Siderurgica Nacional SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.53% (-2.53%)
Analysis last updated: Sunday, February 22, 2026 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Siderurgica Nacional SA S0GARCH
paramt-stat
ω2.92764.83
α0.07277.74
β0.885860.84
γ10.18454.02
γ2-0.2472-3.27
γ30.06531.26
γ40.03401.00
γ5-0.0530-2.04
γ60.00210.09
γ70.02461.62
Estimation Period:
Aug 2, 1993 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts