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Corticeira Amorim Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.27% (+0.55%)
Analysis last updated: Sunday, February 8, 2026 at 02:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corticeira Amorim Sgps Sa SGARCH
paramt-stat
ω1.24824.40
α0.19569.75
β0.637317.74
γ10.06631.16
γ2-0.1248-1.52
γ30.08511.65
γ40.01590.29
γ5-0.0891-1.61
γ60.04451.05
γ70.01490.40
γ8-0.0441-1.01
γ90.10471.60
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts