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Empresa Agroindustrial Tuman Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:54.75% (-2.65%)
Analysis last updated: Sunday, February 1, 2026 at 02:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Empresa Agroindustrial Tuman SGARCH
paramt-stat
ω1.37752.52
α0.10542.65
β0.880018.19
γ10.00270.00
γ20.21130.15
γ3-0.8554-0.88
γ41.14400.96
γ5-0.4865-0.49
γ6-0.6456-0.66
γ71.61921.30
γ8-0.9817-0.79
γ9-1.6984-1.12
γ104.49691.29
Estimation Period:
Nov 25, 1999 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts