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V-Lab

Neogrid Participacoes S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.48% (+1.86%)
Analysis last updated: Saturday, February 14, 2026 at 01:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Neogrid Participacoes S.A. SGARCH
paramt-stat
ω3.72814.58
α0.23854.37
β0.00000.00
γ114.31116.91
γ2-19.4381-6.17
γ37.18823.11
γ4-2.2454-1.02
γ5-2.4124-1.08
γ66.70723.22
γ7-5.7490-2.68
γ8-0.3815-0.16
γ93.00070.92
Estimation Period:
Dec 17, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts