Skip to main content
V-Lab

Forjas Taurus Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.47% (-0.75%)
Analysis last updated: Thursday, February 12, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Forjas Taurus Sa S0GARCH
paramt-stat
ω1.02524.19
α0.09146.01
β0.851533.35
γ1-0.7735-2.30
γ21.16532.20
γ3-0.5494-1.50
γ40.39171.28
γ5-0.4196-1.28
γ60.12940.28
γ70.19850.44
γ8-0.3629-1.16
γ90.36691.40
γ10-0.1263-0.62
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts