Skip to main content
V-Lab

Saputo Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.23% (-0.72%)
Analysis last updated: Saturday, February 21, 2026 at 04:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saputo Inc SGARCH
paramt-stat
ω1.68557.50
α0.17647.48
β0.43707.34
γ10.00550.11
γ2-0.0697-0.96
γ30.24805.60
γ4-0.3921-10.53
γ50.34418.71
γ6-0.1830-4.50
γ70.08561.95
γ8-0.0687-1.37
γ90.02430.28
Estimation Period:
Oct 15, 1997 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts