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V-Lab

Cresud Sacifya Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.78% (-0.62%)
Analysis last updated: Wednesday, February 11, 2026 at 07:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cresud Sacifya SGARCH
paramt-stat
ω1.62301.95
α0.08035.49
β0.841525.78
γ10.11320.93
γ2-0.2080-1.24
γ30.21922.21
γ4-0.2121-2.65
γ50.11431.74
γ6-0.0127-0.27
γ7-0.0491-1.25
γ80.09352.50
γ9-0.0987-1.84
γ100.02210.21
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts