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Eneva Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.91% (-2.54%)
Analysis last updated: Sunday, February 8, 2026 at 04:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eneva Sa S0GARCH
paramt-stat
ω0.70894.66
α0.15623.48
β0.61609.20
γ1-0.7502-2.54
γ21.19722.73
γ3-0.5139-1.50
γ40.16050.49
γ5-0.7889-3.30
γ61.40836.37
γ7-0.8572-3.86
γ8-0.0118-0.06
γ90.26731.41
γ10-0.1148-0.91
Estimation Period:
Dec 17, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts