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V-Lab

Sao Martinho Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.47% (-0.80%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sao Martinho Sa SGARCH
paramt-stat
ω0.68193.87
α0.06994.42
β0.872037.48
γ1-0.6521-3.42
γ20.88143.40
γ3-0.2966-1.87
γ40.23721.02
γ5-0.4909-1.47
γ60.69162.26
γ7-0.5893-2.96
γ80.23701.24
γ90.18040.62
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts