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V-Lab

Icape Holding SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.67% (-0.78%)
Analysis last updated: Thursday, February 12, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Icape Holding SA S0GARCH
paramt-stat
ω0.17961.10
α0.53042.95
β0.01810.53
γ1-16.4875-0.86
γ219.64590.78
γ3-8.2925-0.84
γ418.29242.37
γ5-30.8533-3.96
γ631.75654.91
γ7-28.3141-3.86
γ826.98503.61
γ9-17.2188-3.55
Estimation Period:
Jul 11, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts