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Renta 4 Banco SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.06% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Renta 4 Banco SA S0GARCH
paramt-stat
ω0.87582.34
α0.15654.63
β0.69669.48
γ1-0.4364-0.69
γ20.33090.34
γ30.52410.95
γ4-0.5811-1.75
γ50.11260.40
γ60.09710.34
γ7-0.0914-0.36
γ8-0.0211-0.10
γ90.34461.65
γ10-0.4775-2.83
Estimation Period:
Nov 14, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts