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Erbud Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.46% (-0.88%)
Analysis last updated: Sunday, February 8, 2026 at 02:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Erbud Sa S0GARCH
paramt-stat
ω0.50524.76
α0.16854.69
β0.47864.34
γ1-0.6538-2.70
γ20.98963.03
γ3-0.5810-3.68
γ40.29681.99
γ5-0.0681-0.42
γ60.24571.49
γ7-0.4593-3.39
γ80.24031.57
γ9-0.0356-0.24
γ100.08900.89
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts