Vogo S.A Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:98.02% (-10.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0953 | 4.90 | |
| 0.1505 | 4.10 | |
| 0.7507 | 11.88 | |
| 4.6979 | 5.79 | |
| -8.0417 | -5.43 | |
| 5.1098 | 3.50 | |
| -2.8103 | -1.63 | |
| 2.0132 | 1.30 | |
| -2.6565 | -2.26 | |
| 5.5888 | 2.50 |
Estimation Period:
Nov 30, 2018 to Feb 6, 2026
Nov 30, 2018 to Feb 6, 2026
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