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V-Lab

E-Pango Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:78.42% (-0.28%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of E-Pango Sa S0GARCH
paramt-stat
ω0.29991.01
α0.29512.32
β0.49643.12
γ1-6.6694-0.50
γ223.88151.49
γ3-36.3282-3.47
γ425.09521.72
γ5-7.7485-0.68
γ68.30761.16
γ7-11.2936-1.81
γ80.77670.08
γ98.16020.98
γ10-4.3187-0.86
Estimation Period:
Jul 12, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts