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V-Lab

CBo Territoria Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.89% (-0.24%)
Analysis last updated: Friday, February 13, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBo Territoria SGARCH
paramt-stat
ω3.57964.45
α0.33185.60
β0.41027.38
γ10.55064.18
γ2-0.7633-3.92
γ30.25692.05
γ40.00440.03
γ5-0.1556-0.91
γ60.26341.65
γ7-0.3107-2.51
γ80.19251.34
γ90.08240.41
Estimation Period:
May 19, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts