Vogo S.A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:81.83% (-11.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1086 | 4.19 | |
| 0.1692 | 3.98 | |
| 0.7545 | 12.56 | |
| 4.7737 | 5.33 | |
| -8.1713 | -5.06 | |
| 5.1474 | 3.23 | |
| -2.6891 | -1.40 | |
| 1.5689 | 0.92 | |
| -1.4100 | -1.32 | |
| 1.3227 | 1.72 |
Estimation Period:
Nov 30, 2018 to Feb 6, 2026
Nov 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities