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Cia Siderurgica Nacional SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:60.78% (-2.57%)
Analysis last updated: Thursday, February 19, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Siderurgica Nacional SA S0GARCH
paramt-stat
ω2.92904.83
α0.07297.74
β0.885660.74
γ10.18464.02
γ2-0.2473-3.27
γ30.06531.26
γ40.03391.00
γ5-0.0530-2.04
γ60.00220.10
γ70.02431.60
Estimation Period:
Aug 2, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts