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V-Lab

Altri Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.36% (-2.79%)
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 SGARCH
paramt-stat
ω0.94134.71
α0.22066.90
β0.605812.08
γ1-0.1254-0.82
γ20.17480.67
γ3-0.1490-0.58
γ40.26711.17
γ5-0.3441-2.32
γ60.32412.75
γ7-0.1881-1.44
γ8-0.1090-0.57
γ90.37401.41
Estimation Period:
Mar 1, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts