Skip to main content
V-Lab

Iguatemi S A Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.01% (-1.37%)
Analysis last updated: Saturday, February 14, 2026 at 01:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Iguatemi S A SGARCH
paramt-stat
ω0.00001.25
α0.19001.92
β0.80988.21
γ1-6.0852-7.06
γ26.54635.11
γ3-0.4269-0.69
γ4-0.1475-0.35
γ50.47220.82
γ6-1.7308-1.53
γ72.96211.51
γ8-1.7527-0.40
γ9-0.2098-0.04
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts