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Sao Martinho Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.73% (-0.95%)
Analysis last updated: Tuesday, February 10, 2026 at 11:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sao Martinho Sa S0GARCH
paramt-stat
ω0.69743.89
α0.06934.52
β0.875739.06
γ1-0.6292-3.28
γ20.84633.23
γ3-0.2766-1.71
γ40.22690.96
γ5-0.4936-1.45
γ60.71352.31
γ7-0.6486-3.35
γ80.37522.27
γ9-0.1528-1.21
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts