Vale SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.50% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 13.38 | |
| 0.0668 | 29.81 | |
| 0.9187 | 365.42 | |
| 0.6327 | 9.47 |
Estimation Period:
Oct 18, 1994 to Feb 13, 2026
Oct 18, 1994 to Feb 13, 2026
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