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Capex Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.97% (-3.21%)
Analysis last updated: Thursday, February 12, 2026 at 07:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capex Sa S0GARCH
paramt-stat
ω1.08434.73
α0.17236.77
β0.664016.19
γ10.21383.31
γ2-0.3428-3.53
γ30.18892.97
γ4-0.0845-1.47
γ50.03610.65
γ6-0.0216-0.46
γ70.03010.79
γ8-0.0344-1.36
Estimation Period:
Feb 13, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts