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Ferrum Sa Ceramica Y Metallu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.71% (-3.43%)
Analysis last updated: Saturday, February 7, 2026 at 07:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ferrum Sa Ceramica Y Metallu S0GARCH
paramt-stat
ω2.24924.27
α0.17914.95
β0.49207.43
γ10.06140.77
γ2-0.1345-1.12
γ30.17302.17
γ4-0.1297-1.94
γ50.06591.06
γ6-0.1064-1.97
γ70.13682.88
γ8-0.0939-2.99
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts