Skip to main content
V-Lab

Saputo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.06% (-0.52%)
Analysis last updated: Saturday, February 7, 2026 at 01:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saputo Inc S0GARCH
paramt-stat
ω1.67517.48
α0.17617.46
β0.43767.35
γ10.00060.01
γ2-0.0596-0.82
γ30.23665.33
γ4-0.3791-10.12
γ50.33098.34
γ6-0.1720-4.22
γ70.07981.82
γ8-0.0712-1.56
γ90.04161.23
Estimation Period:
Oct 15, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts