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V-Lab

Lupatech Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.89% (-2.85%)
Analysis last updated: Sunday, February 8, 2026 at 04:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lupatech Sa S0GARCH
paramt-stat
ω0.46563.06
α0.17476.51
β0.732420.13
γ1-0.1113-0.42
γ20.12190.32
γ30.00310.01
γ40.30501.25
γ5-0.9978-4.01
γ61.05844.38
γ7-0.2933-1.35
γ8-0.2890-1.37
γ90.19690.87
γ100.09020.50
Estimation Period:
May 15, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts