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Filamentos Industriales Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:22.28% (+4.21%)
Analysis last updated: Thursday, January 8, 2026 at 05:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Filamentos Industriales S0GARCH
paramt-stat
ω1.28342.23
α0.14793.37
β0.849220.09
γ1-4.5387-0.99
γ25.36810.92
γ3-0.0199-0.01
γ4-0.9533-0.52
γ5-2.6739-1.13
γ66.84451.65
γ7-6.9894-1.49
γ85.92171.46
γ9-6.7663-1.60
γ105.95761.84
Estimation Period:
Mar 10, 1992 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts