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Urbas Grupo Financiero SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:31.47% (-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 SGARCH
paramt-stat
ω0.55134.63
α0.13375.20
β0.795619.37
γ10.00000.00
γ2-0.0482-0.76
γ30.11492.70
γ4-0.1328-2.78
γ50.13022.46
γ6-0.1145-2.11
γ70.03620.52
γ80.04930.48
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts