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Banco DE Valores S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.54% (-1.02%)
Analysis last updated: Tuesday, February 10, 2026 at 07:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Banco DE Valores S A S0GARCH
paramt-stat
ω1.67733.71
α0.26173.64
β0.27271.83
γ131.08966.77
γ2-38.7657-4.07
γ37.05070.70
γ45.05700.61
γ5-11.6614-1.47
γ68.74491.25
γ7-1.6912-0.28
γ87.95051.32
γ9-16.5308-3.46
γ1011.31903.40
Estimation Period:
Jan 10, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts