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V-Lab

Mapfre SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.40% (-1.11%)
Analysis last updated: Sunday, February 8, 2026 at 02:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mapfre SA S0GARCH
paramt-stat
ω0.91535.94
α0.07338.36
β0.895174.00
γ1-0.0871-2.50
γ20.16043.03
γ3-0.1493-4.30
γ40.15755.43
γ5-0.1490-5.75
γ60.09263.41
γ7-0.0196-0.70
γ8-0.0088-0.41
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts