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Cia Tecidos Santanense Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:111.39% (-1.50%)
Analysis last updated: Sunday, February 8, 2026 at 04:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Tecidos Santanense SGARCH
paramt-stat
ω3.13973.79
α0.19354.61
β0.64719.54
γ10.85703.60
γ2-1.0819-3.16
γ30.49972.00
γ4-0.2410-0.96
γ5-0.3602-1.05
γ60.62671.33
γ7-0.6396-1.49
γ80.70682.02
γ9-0.6079-1.51
γ100.72820.92
Estimation Period:
Feb 1, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts