Diagnosticos da America SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.22% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6784 | 5.56 | |
| 0.0646 | 4.02 | |
| 0.9049 | 33.00 | |
| -0.0620 | -1.75 | |
| 0.1347 | 2.35 | |
| -0.1274 | -2.74 | |
| 0.0657 | 1.99 |
Estimation Period:
Nov 19, 2004 to Feb 20, 2026
Nov 19, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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