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V-Lab

Colbun Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.38% (-1.27%)
Analysis last updated: Saturday, February 7, 2026 at 08:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Colbun Sa S0GARCH
paramt-stat
ω2.43316.56
α0.13198.40
β0.757826.86
γ10.09181.75
γ2-0.1268-1.53
γ30.08281.48
γ4-0.0366-0.78
γ5-0.0752-1.48
γ60.13882.71
γ7-0.1139-2.11
γ80.13071.78
γ9-0.2555-3.03
γ100.24534.13
Estimation Period:
Jun 19, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts