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Interconexion Electrica Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.31% (-1.24%)
Analysis last updated: Saturday, February 14, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Interconexion Electrica Sa S0GARCH
paramt-stat
ω1.22253.61
α0.15109.20
β0.778638.53
γ1-0.0700-1.84
γ20.15302.99
γ3-0.1600-4.17
γ40.15974.53
γ5-0.1217-3.63
γ60.03631.49
Estimation Period:
Dec 11, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts