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V-Lab

Geotrans Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.88% (-2.42%)
Analysis last updated: Tuesday, February 10, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Geotrans Sa S0GARCH
paramt-stat
ω2.94064.21
α0.10713.26
β0.61295.36
γ11.08682.48
γ2-1.1066-1.75
γ30.51561.22
γ4-1.4757-3.59
γ51.63063.65
γ6-1.0445-2.22
γ70.88781.94
γ8-0.7231-2.01
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts