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Cia Tecidos Santanense Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:85.56% (-12.87%)
Analysis last updated: Thursday, February 5, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Tecidos Santanense S0GARCH
paramt-stat
ω3.02283.66
α0.20724.81
β0.62938.96
γ10.69473.25
γ2-0.9167-2.95
γ30.62722.56
γ4-0.7481-2.78
γ50.47501.89
γ6-0.2380-0.85
γ70.16190.51
γ80.04510.14
γ9-0.1933-0.78
Estimation Period:
Feb 1, 2002 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts