Skip to main content
V-Lab

Forjas Taurus Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.97% (-0.43%)
Analysis last updated: Tuesday, February 10, 2026 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Forjas Taurus Sa SGARCH
paramt-stat
ω0.99674.15
α0.09105.93
β0.849532.36
γ1-0.8066-2.44
γ21.21902.33
γ3-0.5866-1.62
γ40.42181.39
γ5-0.4451-1.37
γ60.15780.34
γ70.15490.34
γ8-0.2800-0.87
γ90.18880.60
γ100.31680.78
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts