Alupar Investimento SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.08% (-5.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0800 | 50,799,820.00 | |
| 0.3163 | 3,162,690.00 | |
| 0.6837 | 6,837,150.00 | |
| 1,167.3670 | 11,673,670,000.00 | |
| -1,648.9270 | -16,489,270,000.00 | |
| 552.7167 | 5,527,167,000.00 | |
| -121.3061 | -1,213,061,000.00 | |
| 107.3412 | 1,073,412,000.00 | |
| -86.3815 | -863,815,200.00 | |
| 45.5568 | 455,567,700.00 | |
| -24.3854 | -243,854,000.00 |
Estimation Period:
Dec 26, 2013 to Feb 13, 2026
Dec 26, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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