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V-Lab

Bolsas Y Mercados Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.59% (+13.44%)
Analysis last updated: Friday, February 13, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bolsas Y Mercados SGARCH
paramt-stat
ω0.80182.32
α0.23852.88
β0.46774.49
γ10.11140.06
γ20.09270.03
γ3-0.6920-0.21
γ4-0.6009-0.21
γ53.38371.94
γ6-4.2687-3.58
γ74.56314.11
γ8-5.2689-4.69
γ94.15003.26
γ10-3.5954-1.79
Estimation Period:
May 24, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts