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V-Lab

Felissimo Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.06% (-0.54%)
Analysis last updated: Sunday, February 8, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Felissimo Corp S0GARCH
paramt-stat
ω1.21533.08
α0.18416.60
β0.641515.25
γ1-0.1519-0.59
γ20.20360.56
γ3-0.1696-0.62
γ40.49131.84
γ5-0.8827-3.33
γ60.86523.36
γ7-0.2445-0.95
γ8-0.6588-2.10
γ90.97303.70
γ10-0.5060-3.00
Estimation Period:
Feb 8, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts