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V-Lab

MILISYSTEM SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.70% (-2.57%)
Analysis last updated: Sunday, February 8, 2026 at 02:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MILISYSTEM SA SGARCH
paramt-stat
ω0.72264.57
α0.16134.44
β0.53305.14
γ1-0.2093-0.48
γ20.48250.72
γ3-0.8127-1.48
γ41.28712.09
γ5-1.4546-2.41
γ61.11882.54
γ7-0.9890-2.26
γ81.52453.06
γ9-2.0596-3.40
Estimation Period:
Mar 13, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts