Diagnosticos da America SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:69.29% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6840 | 5.43 | |
| 0.0629 | 3.88 | |
| 0.9087 | 32.93 | |
| -0.0612 | -1.68 | |
| 0.1334 | 2.26 | |
| -0.1255 | -2.64 | |
| 0.0635 | 1.88 |
Estimation Period:
Nov 19, 2004 to Jan 30, 2026
Nov 19, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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