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Saga Falabella SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:167.64% (+43.85%)
Analysis last updated: Friday, January 23, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saga Falabella SA S0GARCH
paramt-stat
ω7.64693.44
α0.32712.41
β0.35343.01
γ185.490811.86
γ2-122.9270-7.94
γ355.69943.24
γ4-32.2483-2.50
γ525.17852.85
γ6-15.2325-2.10
γ74.92590.70
γ8-1.6544-0.18
Estimation Period:
Jan 2, 1995 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts