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Cia Saneamento Minasgerais Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.41% (-1.22%)
Analysis last updated: Sunday, February 8, 2026 at 04:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Saneamento Minasgerais S0GARCH
paramt-stat
ω1.11564.45
α0.07273.61
β0.871326.00
γ1-0.0733-0.94
γ20.15951.42
γ3-0.0486-0.58
γ4-0.1917-2.02
γ50.29843.57
γ6-0.2365-3.14
γ70.12902.20
Estimation Period:
Feb 8, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts