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Corticeira Amorim Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.08% (+0.64%)
Analysis last updated: Sunday, February 8, 2026 at 02:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corticeira Amorim Sgps Sa S0GARCH
paramt-stat
ω1.13155.17
α0.19769.90
β0.639518.33
γ10.00820.31
γ2-0.0343-0.88
γ30.07482.50
γ4-0.0821-3.07
γ50.03301.51
γ6-0.0016-0.09
γ70.01070.85
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts