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V-Lab

Cambuci Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.57% (-1.28%)
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 SGARCH
paramt-stat
ω0.00002.50
α0.05262.45
β0.59992.25
γ1-67.6626-7.50
γ277.12845.88
γ3-12.7799-2.21
γ45.44061.94
γ5-3.2877-1.49
γ61.12270.47
γ7-0.4891-0.23
γ81.48290.98
γ9-1.2242-0.80
γ10-0.0180-0.01
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts