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Metrovacesa Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.72% (-0.21%)
Analysis last updated: Sunday, February 8, 2026 at 03:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Metrovacesa Sa S0GARCH
paramt-stat
ω0.82403.41
α0.24344.32
β0.46794.64
γ1-0.6594-0.64
γ22.03081.29
γ3-3.3355-2.86
γ43.49473.16
γ5-2.7079-2.21
γ61.57781.39
γ70.42750.40
γ8-1.4560-1.46
Estimation Period:
Feb 6, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts