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V-Lab

Atrem Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.70% (-1.39%)
Analysis last updated: Sunday, February 15, 2026 at 02:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Atrem Sa SGARCH
paramt-stat
ω1.42825.77
α0.12096.01
β0.679211.61
γ10.87955.41
γ2-1.3213-5.46
γ30.58113.51
γ4-0.1829-1.13
γ50.31181.69
γ6-0.5563-2.38
γ70.38981.36
γ8-0.1903-0.54
γ90.18580.43
Estimation Period:
May 13, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts