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Altri Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.35% (-3.05%)
Analysis last updated: Sunday, February 15, 2026 at 03:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Altri Sgps Sa S0GARCH
paramt-stat
ω1.02875.09
α0.22736.81
β0.592310.68
γ1-0.0211-0.25
γ2-0.0208-0.17
γ30.10771.79
γ4-0.1328-2.06
γ50.16172.10
γ6-0.2252-2.77
γ70.20373.46
Estimation Period:
Mar 1, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts