Skip to main content
V-Lab

Brazilian Graveyard Death CA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.59% (+7.50%)
Analysis last updated: Thursday, February 12, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Brazilian Graveyard Death CA SGARCH
paramt-stat
ω0.59632.63
α0.24705.50
β0.55246.72
γ10.85390.63
γ2-1.4904-0.67
γ31.42721.16
γ4-1.4290-2.70
γ50.26690.59
γ61.28292.26
γ7-1.7030-2.31
γ81.11561.58
γ9-0.2842-0.47
γ100.01750.02
Estimation Period:
Mar 4, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts