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V-Lab

Mabion Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.11% (-0.04%)
Analysis last updated: Sunday, February 8, 2026 at 03:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mabion Sa S0GARCH
paramt-stat
ω0.66604.24
α0.19285.95
β0.52507.59
γ1-0.4361-1.55
γ20.72761.88
γ3-0.4495-1.80
γ40.14490.52
γ5-0.0540-0.21
γ60.68852.93
γ7-1.3596-4.64
γ80.70492.05
γ90.39331.26
γ10-0.4597-2.19
Estimation Period:
Aug 16, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts