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V-Lab

Totvs Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.11% (-6.48%)
Analysis last updated: Sunday, February 8, 2026 at 04:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Totvs Sa S0GARCH
paramt-stat
ω1.25254.44
α0.09265.40
β0.783015.92
γ1-0.0118-0.07
γ20.06690.27
γ3-0.1825-1.23
γ40.33402.17
γ5-0.3988-3.17
γ60.39643.68
γ7-0.3731-3.26
γ80.19201.65
γ90.00610.07
Estimation Period:
Mar 9, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts