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V-Lab

Laboratorio Reig Jofre Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.62% (+1.27%)
Analysis last updated: Friday, February 6, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Laboratorio Reig Jofre S0GARCH
paramt-stat
ω0.79832.76
α0.24944.28
β0.30873.23
γ17.75292.75
γ2-13.2008-3.32
γ36.61212.35
γ4-1.0668-0.40
γ5-0.4000-0.19
γ60.45190.21
γ70.87500.32
γ8-2.1302-0.67
γ91.49180.55
γ10-0.3844-0.24
Estimation Period:
Jul 1, 2019 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts