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Atrem Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.97% (-1.42%)
Analysis last updated: Sunday, February 15, 2026 at 02:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Atrem Sa S0GARCH
paramt-stat
ω1.40485.70
α0.12076.00
β0.678311.52
γ10.85405.23
γ2-1.2800-5.27
γ30.55243.33
γ4-0.1594-0.98
γ50.29171.59
γ6-0.5379-2.33
γ70.36951.36
γ8-0.1589-0.55
γ90.11150.50
Estimation Period:
May 13, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts