Diagnosticos da America SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.56% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6794 | 5.53 | |
| 0.0640 | 3.96 | |
| 0.9059 | 32.90 | |
| -0.0616 | -1.74 | |
| 0.1341 | 2.33 | |
| -0.1266 | -2.71 | |
| 0.0651 | 1.96 |
Estimation Period:
Nov 19, 2004 to Feb 13, 2026
Nov 19, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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