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V-Lab

Lupatech Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.71% (-2.52%)
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 SGARCH
paramt-stat
ω0.45382.99
α0.17386.39
β0.730219.79
γ1-0.1352-0.50
γ20.15710.42
γ3-0.0166-0.07
γ40.32221.33
γ5-1.0163-4.13
γ61.08184.53
γ7-0.3287-1.52
γ8-0.2270-1.03
γ90.07420.26
γ100.37670.63
Estimation Period:
May 15, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts