Vercom S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.33% (-35.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9740 | 6.88 | |
| 0.2270 | 5.08 | |
| 0.0000 | 0.00 | |
| 11.2730 | 5.95 | |
| -18.4771 | -6.30 | |
| 11.2071 | 5.66 | |
| -5.8533 | -3.34 | |
| 2.1268 | 1.19 | |
| -1.1906 | -0.64 | |
| 2.7123 | 1.33 | |
| -3.5143 | -1.00 |
Estimation Period:
May 18, 2021 to Feb 6, 2026
May 18, 2021 to Feb 6, 2026
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