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Alupar Investimento SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.08% (-5.29%)
Analysis last updated: Sunday, February 15, 2026 at 04:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alupar Investimento SA S0GARCH
paramt-stat
ω5.080050,799,820.00
α0.31633,162,690.00
β0.68376,837,150.00
γ11,167.367011,673,670,000.00
γ2-1,648.9270-16,489,270,000.00
γ3552.71675,527,167,000.00
γ4-121.3061-1,213,061,000.00
γ5107.34121,073,412,000.00
γ6-86.3815-863,815,200.00
γ745.5568455,567,700.00
γ8-24.3854-243,854,000.00
Estimation Period:
Dec 26, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts