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Cartavio SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.13% (-3.49%)
Analysis last updated: Friday, February 13, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cartavio SAA S0GARCH
paramt-stat
ω1.37582.64
α0.07603.70
β0.842617.90
γ10.69270.97
γ2-1.2454-1.21
γ31.27692.25
γ4-1.6550-3.46
γ51.79023.18
γ6-1.1129-1.89
γ70.11210.20
γ8-0.0273-0.05
γ90.39410.59
γ10-0.2268-0.45
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts