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Brazilian Graveyard Death CA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.17% (-5.76%)
Analysis last updated: Saturday, February 14, 2026 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Graveyard Death CA S0GARCH
paramt-stat
ω0.59032.61
α0.24695.50
β0.55116.67
γ10.82410.60
γ2-1.4413-0.64
γ31.39101.12
γ4-1.4001-2.65
γ50.25140.55
γ61.28152.27
γ7-1.6863-2.31
γ81.08121.58
γ9-0.2115-0.42
γ10-0.1651-0.51
Estimation Period:
Mar 4, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts