Vale SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:33.02% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2738 | 3.69 | |
| 0.0641 | 6.67 | |
| 0.9126 | 78.68 | |
| -0.0357 | -0.96 | |
| 0.0722 | 1.40 | |
| -0.0637 | -2.20 | |
| 0.0664 | 2.19 | |
| -0.0908 | -2.37 | |
| 0.0781 | 2.51 |
Estimation Period:
Oct 18, 1994 to Feb 20, 2026
Oct 18, 1994 to Feb 20, 2026
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