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Valora CRI Indice DE Preco Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.09% (+0.49%)
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 SGARCH
paramt-stat
ω0.82831.40
α0.09842.90
β0.71818.53
γ16.69561.05
γ2-13.9798-1.66
γ314.60383.64
γ4-11.9066-3.95
γ57.20872.62
γ6-5.9748-2.22
γ78.66603.34
γ8-12.5892-4.42
γ917.42464.14
Estimation Period:
May 5, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts