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Duro Felguera SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.46% (-0.81%)
Analysis last updated: Sunday, February 8, 2026 at 02:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Duro Felguera SA S0GARCH
paramt-stat
ω0.78705.76
α0.11633.94
β0.814315.01
γ1-0.0180-0.87
γ2-0.0003-0.01
γ30.06943.26
γ4-0.1243-7.47
γ50.193010.50
γ6-0.2276-9.06
γ70.14076.05
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts