Vale SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.17% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 15.99 | |
| 0.1260 | 23.08 | |
| 0.9863 | 1,111.99 | |
| -0.0313 | -7.85 |
Estimation Period:
Oct 18, 1994 to Feb 13, 2026
Oct 18, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities