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V-Lab

Joao Fortes Engenharia Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.42% (-4.67%)
Analysis last updated: Thursday, February 12, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Joao Fortes Engenharia Sa S0GARCH
paramt-stat
ω1.57994.90
α0.21775.23
β0.675413.22
γ1-0.0347-0.23
γ2-0.0972-0.40
γ30.53902.76
γ4-0.7653-4.11
γ50.60072.99
γ6-0.3902-2.01
γ70.23991.11
γ8-0.1644-0.78
γ90.08840.63
Estimation Period:
May 22, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts