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V-Lab

Tubacex SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.59% (-1.20%)
Analysis last updated: Sunday, February 8, 2026 at 02:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tubacex SA SGARCH
paramt-stat
ω0.81117.00
α0.12758.64
β0.752427.43
γ1-0.1412-4.27
γ20.17593.62
γ3-0.0458-1.46
γ40.06622.44
γ5-0.0987-3.76
γ60.03461.35
γ70.04071.49
γ8-0.0588-1.89
γ90.02020.50
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts