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V-Lab

Saputo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.88% (-0.69%)
Analysis last updated: Saturday, February 21, 2026 at 04:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saputo Inc S0GARCH
paramt-stat
ω1.68647.54
α0.17707.49
β0.43517.31
γ10.00190.04
γ2-0.0604-0.83
γ30.23515.32
γ4-0.3774-10.13
γ50.33048.35
γ6-0.1726-4.24
γ70.08041.83
γ8-0.0709-1.55
γ90.04081.21
Estimation Period:
Oct 15, 1997 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts