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V-Lab

BB Progressivo II Fundo DE Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.29% (-1.28%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BB Progressivo II Fundo DE SGARCH
paramt-stat
ω1.50312.62
α0.12435.30
β0.782120.99
γ10.48970.90
γ2-0.3581-0.48
γ3-0.1442-0.25
γ4-0.5683-0.83
γ51.62912.14
γ6-2.0712-2.36
γ71.75212.48
γ8-1.0877-2.28
γ90.66551.24
γ10-1.2982-1.48
Estimation Period:
Dec 12, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts