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Miquel y Costas & Miquel SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.11% (-0.46%)
Analysis last updated: Sunday, February 8, 2026 at 02:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Miquel y Costas & Miquel SA S0GARCH
paramt-stat
ω1.27676.00
α0.12107.56
β0.755726.62
γ1-0.0253-0.47
γ20.00470.06
γ30.14062.67
γ4-0.2518-4.85
γ50.19953.43
γ6-0.1038-1.39
γ70.05930.80
γ8-0.0312-0.58
γ90.01290.39
Estimation Period:
Nov 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts