Skip to main content
V-Lab

Ferreycorp SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.30% (+2.62%)
Analysis last updated: Sunday, February 8, 2026 at 02:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ferreycorp SAA SGARCH
paramt-stat
ω2.29693.91
α0.10247.84
β0.830039.59
γ1-0.0138-0.19
γ20.17861.65
γ3-0.3699-4.42
γ40.33734.69
γ5-0.1934-3.26
γ60.08061.44
γ70.04780.85
γ8-0.1959-2.95
γ90.20731.86
Estimation Period:
Nov 25, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts