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Ferreycorp SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.22% (+2.64%)
Analysis last updated: Sunday, February 8, 2026 at 02:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ferreycorp SAA S0GARCH
paramt-stat
ω2.34263.98
α0.10237.84
β0.830039.43
γ1-0.0004-0.01
γ20.15571.44
γ3-0.3517-4.20
γ40.32114.45
γ5-0.1804-3.04
γ60.07191.29
γ70.05160.94
γ8-0.1950-3.48
γ90.20034.93
Estimation Period:
Nov 25, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts