Vale SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.51% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 18.71 | |
| 0.0422 | 12.67 | |
| 0.9329 | 371.23 | |
| 0.0328 | 6.04 |
Estimation Period:
Oct 18, 1994 to Jan 30, 2026
Oct 18, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities