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V-Lab

Corona Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.35% (-1.28%)
Analysis last updated: Sunday, February 15, 2026 at 01:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corona Corp S0GARCH
paramt-stat
ω0.74893.87
α0.17788.90
β0.680720.00
γ1-0.2587-2.10
γ20.17281.00
γ30.29423.26
γ4-0.3468-4.36
γ50.11581.42
γ60.10441.16
γ7-0.0310-0.31
γ8-0.2302-2.79
γ90.32754.91
γ10-0.1826-3.40
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts