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V-Lab

Mabion Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.63% (-0.05%)
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 SGARCH
paramt-stat
ω0.65764.18
α0.19856.06
β0.51687.47
γ1-0.4706-1.66
γ20.78362.01
γ3-0.4888-1.95
γ40.17500.63
γ5-0.0715-0.27
γ60.68622.91
γ7-1.3155-4.42
γ80.56791.63
γ90.72242.13
γ10-1.3443-2.22
Estimation Period:
Aug 16, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts