Allianca Saude e Participacoes SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.90% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3050 | 4.24 | |
| 0.2168 | 3.77 | |
| 0.6855 | 10.73 | |
| 1.0118 | 2.13 | |
| -1.0934 | -1.32 | |
| 0.4135 | 0.57 | |
| -1.5892 | -2.28 | |
| 2.9684 | 3.85 | |
| -2.7093 | -2.83 | |
| 1.1438 | 0.85 |
Estimation Period:
Oct 28, 2016 to Feb 6, 2026
Oct 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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