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Petroleo Brasileiro SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.07% (-0.76%)
Analysis last updated: Sunday, February 8, 2026 at 04:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petroleo Brasileiro SA S0GARCH
paramt-stat
ω2.19934.20
α0.08485.88
β0.864643.87
γ1-0.1142-1.57
γ20.21521.78
γ3-0.1552-1.88
γ40.12532.11
γ5-0.1381-2.49
γ60.17383.50
γ7-0.2253-4.74
γ80.19523.74
γ9-0.1378-2.48
γ100.09302.25
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts