Petroleo Brasileiro SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.23% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2125 | 4.23 | |
| 0.0850 | 5.89 | |
| 0.8642 | 43.83 | |
| -0.1133 | -1.57 | |
| 0.2140 | 1.78 | |
| -0.1547 | -1.88 | |
| 0.1252 | 2.12 | |
| -0.1386 | -2.51 | |
| 0.1744 | 3.53 | |
| -0.2255 | -4.76 | |
| 0.1952 | 3.75 | |
| -0.1374 | -2.49 | |
| 0.0923 | 2.26 |
Estimation Period:
Sep 24, 1992 to Feb 13, 2026
Sep 24, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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