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Marisa Lojas Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.15% (+2.27%)
Analysis last updated: Sunday, February 15, 2026 at 04:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marisa Lojas Sa S0GARCH
paramt-stat
ω1.34557.26
α0.08454.81
β0.807723.09
γ10.20511.86
γ2-0.2546-1.49
γ30.16251.46
γ4-0.1557-1.70
γ5-0.0183-0.19
γ60.20041.95
γ7-0.3533-3.67
γ80.32024.42
Estimation Period:
Oct 22, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts