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V-Lab

Metrogas Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.61% (+0.34%)
Analysis last updated: Saturday, February 7, 2026 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metrogas Sa S0GARCH
paramt-stat
ω0.71946.06
α0.16409.32
β0.709125.52
γ10.20092.19
γ2-0.3576-2.61
γ30.21332.74
γ4-0.0446-0.69
γ50.00320.05
γ6-0.1015-1.32
γ70.21992.30
γ8-0.3137-2.44
γ90.37733.25
γ10-0.2935-4.72
Estimation Period:
Dec 4, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts