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Irb-Brasil Ressegu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.12% (-1.34%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Irb-Brasil Ressegu S0GARCH
paramt-stat
ω0.28204.36
α0.11113.11
β0.30051.51
γ1-0.6877-0.60
γ21.42330.71
γ3-0.4930-0.23
γ4-3.2384-1.62
γ55.72434.49
γ6-2.7916-3.05
γ7-1.7852-2.10
γ83.79663.76
γ9-3.8089-3.15
γ102.86053.10
Estimation Period:
Jul 31, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts