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V-Lab

Cambuci Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.28% (-2.07%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cambuci Sa S0GARCH
paramt-stat
ω0.00000.00
α0.08132.89
β0.59333.04
γ1-85.1620-6.29
γ296.42134.85
γ3-14.7787-1.66
γ45.71001.38
γ5-3.4795-1.15
γ61.44000.45
γ7-0.8992-0.31
γ81.85100.92
γ9-1.5344-0.86
γ100.66470.47
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts