Skip to main content
V-Lab

Icape Holding SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.66% (+42.67%)
Analysis last updated: Tuesday, February 10, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Icape Holding SA SGARCH
paramt-stat
ω0.17981.09
α0.53742.95
β0.01680.51
γ1-16.8676-0.87
γ220.35010.80
γ3-8.8940-0.90
γ418.85732.44
γ5-31.5307-4.04
γ632.71935.05
γ7-29.8852-3.95
γ829.95523.42
γ9-24.0890-2.21
Estimation Period:
Jul 11, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts