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V-Lab

Urteste S A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:94.90% (-4.13%)
Analysis last updated: Wednesday, February 11, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Urteste S A SGARCH
paramt-stat
ω0.90063.72
α0.25603.04
β0.24881.78
γ1-4.7731-0.47
γ222.34911.54
γ3-44.1942-4.27
γ448.30594.32
γ5-35.3990-3.15
γ623.73862.64
γ7-18.0290-2.78
γ816.25722.31
γ9-10.0817-0.76
γ100.30190.01
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts