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Janana DE Malucho Textile Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:82.09% (-4.82%)
Analysis last updated: Wednesday, February 11, 2026 at 11:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Janana DE Malucho Textile S0GARCH
paramt-stat
ω0.87814.44
α0.09033.72
β0.857316.53
γ1-0.2065-0.51
γ20.22940.37
γ30.10320.21
γ4-0.4588-0.73
γ50.10410.11
γ61.79801.61
γ7-3.0564-3.52
γ81.94863.28
γ9-0.5234-1.14
γ100.05210.17
Estimation Period:
Apr 12, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts