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V-Lab

Cartavio SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.55% (-2.55%)
Analysis last updated: Thursday, February 12, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cartavio SAA SGARCH
paramt-stat
ω1.40112.67
α0.07593.68
β0.842617.67
γ10.73791.03
γ2-1.3204-1.28
γ31.33542.37
γ4-1.7110-3.59
γ51.84413.28
γ6-1.1658-1.98
γ70.17020.31
γ8-0.1132-0.18
γ90.57340.72
γ10-0.7250-0.74
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts