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V-Lab

PRIO SA/Brazil Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.52% (-2.22%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PRIO SA/Brazil SGARCH
paramt-stat
ω0.69874.20
α0.15774.20
β0.708417.42
γ1-0.0926-0.24
γ2-0.2924-0.51
γ30.97181.99
γ4-1.3627-2.22
γ51.35952.47
γ6-0.5672-1.19
γ7-0.3283-0.62
γ80.22320.58
γ90.34211.02
γ10-0.3860-0.75
Estimation Period:
Oct 25, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts