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V-Lab

Saga Falabella SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:178.64% (+56.32%)
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 SGARCH
paramt-stat
ω0.34420.00
α0.42970.00
β0.57030.00
γ156.17180.00
γ2-130.2160-0.00
γ3101.24120.02
γ4-39.5963-0.07
γ514.78930.07
γ6-11.0535-0.00
γ734.84700.00
γ8-57.7149-0.00
γ962.60650.00
γ10-67.4465-0.00
Estimation Period:
Jan 2, 1995 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts