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Tesgas Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.47% (-0.59%)
Analysis last updated: Sunday, February 8, 2026 at 02:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tesgas Sa S0GARCH
paramt-stat
ω0.82163.63
α0.04493.55
β0.917027.55
γ10.65921.31
γ2-1.0301-1.40
γ30.28300.66
γ40.32090.96
γ5-0.3322-1.18
γ60.22650.62
γ7-0.3360-0.59
γ80.06600.10
γ90.58381.19
γ10-0.6515-1.90
Estimation Period:
Oct 13, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts