Vale SA APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.19% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 13.44 | |
| 0.0611 | 23.75 | |
| 0.9351 | 338.94 | |
| 0.1616 | 7.85 | |
| 1.7484 | 37.85 |
Estimation Period:
Oct 18, 1994 to Feb 13, 2026
Oct 18, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities