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Bolsas Y Mercados Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.38% (+0.27%)
Analysis last updated: Thursday, February 12, 2026 at 07:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bolsas Y Mercados S0GARCH
paramt-stat
ω0.79192.26
α0.22352.74
β0.51214.96
γ10.05330.03
γ20.21100.06
γ3-0.8246-0.25
γ4-0.4592-0.16
γ53.23061.82
γ6-4.0683-3.35
γ74.28203.74
γ8-4.8151-4.10
γ93.20253.05
γ10-0.8393-0.90
Estimation Period:
May 24, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts