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V-Lab

Duro Felguera SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.75% (-0.45%)
Analysis last updated: Sunday, February 8, 2026 at 02:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Duro Felguera SA SGARCH
paramt-stat
ω0.68555.24
α0.12984.68
β0.772715.46
γ1-0.0901-1.98
γ20.12941.90
γ3-0.1056-2.23
γ40.16523.81
γ5-0.1454-2.84
γ6-0.0192-0.34
γ70.25355.30
γ8-0.2979-5.78
γ90.02350.36
γ100.29573.43
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts