Alupar Investimento SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.56% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1245 | 0.00 | |
| 0.8755 | 0.02 | |
| -4.7121 | -0.02 | |
| 31.1009 | 0.06 | |
| -59.0887 | -0.15 | |
| 49.5655 | 0.09 | |
| -25.0894 | -0.03 | |
| 6.8395 | 0.02 | |
| 7.4828 | 0.00 | |
| -7.6910 | -0.00 | |
| 2.9386 | 0.01 | |
| -4.4964 | -0.01 |
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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