Skip to main content
V-Lab

Exmar Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.33% (-0.28%)
Analysis last updated: Saturday, February 7, 2026 at 08:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Exmar Sa SGARCH
paramt-stat
ω0.88114.38
α0.28616.21
β0.570512.79
γ1-0.0345-0.27
γ20.23991.10
γ3-0.5338-2.47
γ40.50482.75
γ5-0.1244-0.97
γ6-0.1798-1.29
γ70.26041.42
γ8-0.1918-0.75
γ9-0.0736-0.29
γ100.12150.27
Estimation Period:
Jun 23, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts