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Iguatemi S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.41% (-0.41%)
Analysis last updated: Thursday, February 12, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Iguatemi S A S0GARCH
paramt-stat
ω0.00000.00
α0.26910.00
β0.73080.01
γ1-6.5489-0.44
γ27.05410.31
γ3-0.4811-0.05
γ4-0.0973-0.02
γ50.30900.12
γ6-0.9495-0.03
γ71.68600.02
γ8-1.5640-0.02
γ90.74460.03
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts