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Michell y Cia SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.12% (-4.31%)
Analysis last updated: Thursday, February 12, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Michell y Cia SA S0GARCH
paramt-stat
ω3.52621.70
α0.33902.94
β0.64546.34
γ14.70370.91
γ2-12.1054-1.80
γ316.81654.54
γ4-21.4488-5.04
γ525.18355.34
γ6-21.6651-3.34
γ710.74811.61
γ80.12660.02
γ9-4.3257-1.13
Estimation Period:
Jun 2, 1994 to Jan 23, 2026
Impact of return on volatility tomorrow
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