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Brasilagro Cia Bras De Prop Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.97% (-1.82%)
Analysis last updated: Thursday, February 12, 2026 at 12:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brasilagro Cia Bras De Prop SGARCH
paramt-stat
ω1.41003.90
α0.11935.87
β0.746515.72
γ1-0.6218-2.58
γ20.99112.93
γ3-0.5583-2.11
γ40.43721.65
γ5-0.5901-2.17
γ60.68322.51
γ7-0.3847-1.62
γ8-0.0092-0.04
γ9-0.1295-0.39
γ100.32680.74
Estimation Period:
May 9, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts