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Recrusul Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:98.70% (+4.26%)
Analysis last updated: Thursday, February 12, 2026 at 12:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Recrusul Sa S0GARCH
paramt-stat
ω2.65015.44
α0.12984.40
β0.758616.93
γ10.24370.55
γ20.22010.31
γ3-0.7725-1.83
γ40.51891.67
γ5-0.6999-1.93
γ60.90722.34
γ7-0.5086-2.09
γ80.22570.73
γ9-0.4149-1.19
γ100.42681.63
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts