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V-Lab

Colbun Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.36% (-1.21%)
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 SGARCH
paramt-stat
ω2.57456.89
α0.13278.33
β0.754826.49
γ10.12402.40
γ2-0.1774-2.18
γ30.11242.05
γ4-0.0512-1.10
γ5-0.0750-1.49
γ60.14882.92
γ7-0.1282-2.36
γ80.14651.94
γ9-0.2771-3.01
γ100.29332.93
Estimation Period:
Jun 19, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts