Skip to main content
V-Lab

Banco DE Valores S A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.30% (+1.65%)
Analysis last updated: Wednesday, February 11, 2026 at 07:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Banco DE Valores S A SGARCH
paramt-stat
ω1.83464.37
α0.28994.08
β0.00000.00
γ131.80597.56
γ2-39.4657-4.67
γ37.14490.82
γ44.73430.66
γ5-10.7906-1.53
γ67.02251.08
γ70.69340.12
γ84.17810.74
γ9-8.3648-1.34
γ10-10.7440-0.92
Estimation Period:
Jan 10, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts