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V-Lab

Exmar Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.49% (-0.22%)
Analysis last updated: Saturday, February 7, 2026 at 08:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Exmar Sa S0GARCH
paramt-stat
ω0.87644.48
α0.28096.06
β0.567312.07
γ1-0.0139-0.11
γ20.20200.94
γ3-0.4998-2.32
γ40.47552.60
γ5-0.1073-0.85
γ6-0.1784-1.28
γ70.23831.27
γ8-0.1431-0.52
γ9-0.1696-0.59
γ100.35372.15
Estimation Period:
Jun 23, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts