Vale SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.02% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0693 | 17.73 | |
| 0.7487 | 35.02 | |
| 0.0399 | 4.54 | |
| 0.0695 | 2.29 | |
| 0.0568 | 2.57 | |
| 0.9337 | 36.56 |
Estimation Period:
Oct 18, 1994 to Feb 13, 2026
Oct 18, 1994 to Feb 13, 2026
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