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Miquel y Costas & Miquel SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.27% (-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 SGARCH
paramt-stat
ω1.26435.96
α0.12077.56
β0.756126.63
γ1-0.0294-0.55
γ20.00860.11
γ30.14442.74
γ4-0.2610-5.03
γ50.21063.63
γ6-0.1137-1.52
γ70.06730.89
γ8-0.0379-0.63
γ90.02100.31
Estimation Period:
Nov 28, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts