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Urbas Grupo Financiero SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:29.39% (-0.03%)
Analysis last updated: Thursday, June 5, 2025 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Urbas Grupo Financiero SA S0GARCH
paramt-stat
ω0.55014.62
α0.13345.18
β0.796519.39
γ1-0.0033-0.07
γ2-0.0415-0.65
γ30.10782.53
γ4-0.1260-2.63
γ50.12482.36
γ6-0.1117-2.16
γ70.03760.67
γ80.03800.82
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts