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V-Lab

Recrusul Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:120.81% (+3.44%)
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 SGARCH
paramt-stat
ω2.66585.62
α0.14094.56
β0.733015.71
γ10.23190.53
γ20.24230.35
γ3-0.7916-1.92
γ40.53491.77
γ5-0.7114-2.01
γ60.91872.44
γ7-0.5429-2.25
γ80.31780.98
γ9-0.6326-1.49
γ101.03031.52
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts