Vale SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.01% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 18.76 | |
| 0.0424 | 12.71 | |
| 0.9327 | 370.58 | |
| 0.0327 | 6.03 |
Estimation Period:
Oct 18, 1994 to Feb 13, 2026
Oct 18, 1994 to Feb 13, 2026
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