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Unicasa Industria Moveis Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.15% (-0.38%)
Analysis last updated: Sunday, February 8, 2026 at 04:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unicasa Industria Moveis Sa S0GARCH
paramt-stat
ω0.78784.16
α0.15665.61
β0.56616.45
γ1-0.2823-0.97
γ20.84472.18
γ3-1.1047-4.06
γ40.62582.07
γ50.17960.58
γ6-0.6230-2.07
γ70.60512.08
γ8-0.6076-2.05
γ90.84302.78
γ10-0.6733-3.03
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts