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Magazine Luiza Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.09% (+9.21%)
Analysis last updated: Sunday, February 8, 2026 at 04:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Magazine Luiza Sa S0GARCH
paramt-stat
ω0.58405.79
α0.17313.31
β0.731113.72
γ1-0.3250-1.89
γ20.66331.84
γ3-0.7311-1.55
γ40.59021.17
γ5-0.2864-0.57
γ60.27240.62
γ7-0.4318-1.47
γ80.35902.08
Estimation Period:
May 2, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts