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V-Lab

Cia Universal Textil SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 23rd, 2025:45.25% (-3.57%)
Analysis last updated: Saturday, September 27, 2025 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cia Universal Textil SA SGARCH
paramt-stat
ω2.44092.77
α0.08862.63
β0.84819.56
γ11.19791.56
γ2-1.3396-1.15
γ3-0.4056-0.56
γ41.25671.71
γ5-1.2259-1.43
γ61.05481.26
γ7-1.1783-0.79
γ80.63780.18
Estimation Period:
Mar 18, 1992 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts