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V-Lab

Energisa S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.85% (-1.34%)
Analysis last updated: Sunday, February 8, 2026 at 04:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energisa S.A. SGARCH
paramt-stat
ω1.09123.93
α0.12662.45
β0.769410.04
γ1-0.3915-1.44
γ21.00561.99
γ3-1.1090-2.49
γ40.78212.25
γ5-0.7276-3.09
γ60.82484.16
γ7-0.4882-2.35
γ80.08220.37
γ90.14170.47
Estimation Period:
Nov 13, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts