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Erbud Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.21% (-0.92%)
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 SGARCH
paramt-stat
ω0.49354.67
α0.16844.76
β0.48294.44
γ1-0.6900-2.84
γ21.04753.20
γ3-0.6199-3.92
γ40.32842.20
γ5-0.0944-0.58
γ60.26641.62
γ7-0.4719-3.46
γ80.24081.52
γ9-0.0164-0.09
γ100.02150.08
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts