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V-Lab

Eternit Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (-0.32%)
Analysis last updated: Sunday, February 8, 2026 at 04:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eternit Sa S0GARCH
paramt-stat
ω1.89264.83
α0.20357.84
β0.617317.36
γ1-0.0785-0.91
γ20.16101.32
γ30.01750.23
γ4-0.2242-2.85
γ50.17562.33
γ6-0.0429-0.45
γ70.04950.43
γ8-0.0872-0.83
γ9-0.1345-1.57
γ100.28515.58
Estimation Period:
Jun 6, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts