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CBo Territoria Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.95% (+26.97%)
Analysis last updated: Thursday, February 12, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBo Territoria S0GARCH
paramt-stat
ω3.54984.44
α0.33195.64
β0.40827.34
γ10.53924.10
γ2-0.7455-3.83
γ30.24791.98
γ40.00640.05
γ5-0.1540-0.90
γ60.26401.66
γ7-0.3217-2.73
γ80.23051.96
γ9-0.0340-0.36
Estimation Period:
May 19, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts