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Refinaria Petroleo Manguinh Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:96.35% (-28.13%)
Analysis last updated: Saturday, February 14, 2026 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Refinaria Petroleo Manguinh SGARCH
paramt-stat
ω2.32684.95
α0.21435.75
β0.49307.75
γ10.64662.78
γ2-1.0366-2.44
γ30.63791.63
γ4-0.3422-1.44
γ50.10240.58
γ60.07000.33
γ7-0.0772-0.27
γ8-0.1700-0.40
γ90.21190.46
γ100.39610.61
Estimation Period:
Jan 27, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts