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Valora CRI Indice DE Preco Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.47% (+0.96%)
Analysis last updated: Tuesday, February 10, 2026 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Valora CRI Indice DE Preco S0GARCH
paramt-stat
ω1.02221.61
α0.10242.97
β0.747910.02
γ113.94391.92
γ2-25.9324-2.68
γ321.28564.71
γ4-13.0693-3.33
γ54.70721.15
γ6-2.0099-0.51
γ71.28200.35
γ81.83700.50
γ9-5.4677-1.52
γ105.00191.62
Estimation Period:
May 5, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts