Cia Siderurgica Nacional SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.24% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9534 | 4.87 | |
| 0.0729 | 7.75 | |
| 0.8855 | 60.93 | |
| 0.1878 | 4.09 | |
| -0.2519 | -3.33 | |
| 0.0674 | 1.30 | |
| 0.0323 | 0.95 | |
| -0.0495 | -1.87 | |
| -0.0066 | -0.28 | |
| 0.0469 | 1.35 |
Estimation Period:
Aug 2, 1993 to Jan 30, 2026
Aug 2, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Cia Siderurgica Nacional SA Analyses
Other Spline-GARCH Analyses on International Equities