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Mota-Engil Sgps Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.95% (+7.83%)
Analysis last updated: Sunday, February 8, 2026 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mota-Engil Sgps Sa S0GARCH
paramt-stat
ω2.26733.45
α0.13837.66
β0.767422.12
γ10.16173.33
γ2-0.2536-3.21
γ30.20083.33
γ4-0.1631-3.37
γ50.07541.30
γ6-0.0702-1.24
γ70.10092.28
γ8-0.0738-2.32
Estimation Period:
Feb 2, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts