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V-Lab

Mota-Engil Sgps Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.79% (-3.05%)
Analysis last updated: Friday, February 13, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mota-Engil Sgps Sa SGARCH
paramt-stat
ω2.32193.52
α0.14017.66
β0.763121.79
γ10.17153.55
γ2-0.2701-3.43
γ30.21323.53
γ4-0.1724-3.54
γ50.07941.36
γ6-0.0652-1.10
γ70.08011.48
γ8-0.0164-0.24
Estimation Period:
Feb 2, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts