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V-Lab

Laboratorio Reig Jofre Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.93% (+0.93%)
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 SGARCH
paramt-stat
ω0.81502.82
α0.25484.34
β0.30283.21
γ18.01152.87
γ2-13.6114-3.44
γ36.85422.44
γ4-1.1903-0.45
γ5-0.3771-0.17
γ60.51750.23
γ70.67330.24
γ8-1.5923-0.49
γ90.11820.04
γ103.04641.03
Estimation Period:
Jul 1, 2019 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts