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V-Lab

Alupar Investimento SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.56% (-1.76%)
Analysis last updated: Sunday, February 15, 2026 at 04:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alupar Investimento SA SGARCH
paramt-stat
ω0.00000.00
α0.12450.00
β0.87550.02
γ1-4.7121-0.02
γ231.10090.06
γ3-59.0887-0.15
γ449.56550.09
γ5-25.0894-0.03
γ66.83950.02
γ77.48280.00
γ8-7.6910-0.00
γ92.93860.01
γ10-4.4964-0.01
Estimation Period:
Dec 26, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts