Vale SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.56% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1314 | 5.65 | |
| 0.0541 | 41.65 | |
| 0.9925 | 728.14 | |
| 5.1349 | 11.89 |
Estimation Period:
Oct 18, 1994 to Feb 20, 2026
Oct 18, 1994 to Feb 20, 2026
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