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V-Lab

Auren Energia S A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.33% (+0.73%)
Analysis last updated: Sunday, February 15, 2026 at 04:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Auren Energia S A SGARCH
paramt-stat
ω1.26224.70
α0.08951.49
β0.00000.00
γ12.58130.41
γ2-4.2111-0.38
γ3-1.5206-0.15
γ412.84291.62
γ5-19.8954-1.94
γ614.82811.37
γ71.15880.16
γ8-14.3234-2.58
γ913.82842.75
γ10-12.9058-1.88
Estimation Period:
Mar 28, 2022 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts