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Cresud Sacifya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.96% (-1.11%)
Analysis last updated: Saturday, February 7, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cresud Sacifya S0GARCH
paramt-stat
ω1.54801.88
α0.07875.54
β0.844226.13
γ10.09290.75
γ2-0.1727-1.00
γ30.18911.84
γ4-0.1844-2.25
γ50.09341.40
γ6-0.0005-0.01
γ7-0.0552-1.41
γ80.09942.89
γ9-0.1136-2.97
γ100.06321.85
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts