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Itau Unibanco Holding SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.55% (-1.07%)
Analysis last updated: Thursday, February 12, 2026 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Itau Unibanco Holding SA S0GARCH
paramt-stat
ω3.72004.00
α0.05847.22
β0.913075.01
γ10.12504.02
γ2-0.1586-3.80
γ30.05672.33
γ4-0.0368-1.59
γ50.03101.31
γ6-0.0414-1.93
γ70.03942.40
Estimation Period:
Dec 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts