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V-Lab

Neogrid Participacoes S.A. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.91% (+3.99%)
Analysis last updated: Thursday, February 12, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Neogrid Participacoes S.A. S0GARCH
paramt-stat
ω3.85124.76
α0.23944.38
β0.00000.00
γ114.44387.08
γ2-19.5319-6.25
γ37.10773.08
γ4-2.1906-0.99
γ5-2.4004-1.08
γ66.60623.19
γ7-5.5121-2.63
γ8-0.9050-0.44
γ94.40602.86
Estimation Period:
Dec 17, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts