Marisa Lojas Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.15% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3455 | 7.26 | |
| 0.0845 | 4.81 | |
| 0.8077 | 23.09 | |
| 0.2051 | 1.86 | |
| -0.2546 | -1.49 | |
| 0.1625 | 1.46 | |
| -0.1557 | -1.70 | |
| -0.0183 | -0.19 | |
| 0.2004 | 1.95 | |
| -0.3533 | -3.67 | |
| 0.3202 | 4.42 |
Estimation Period:
Oct 22, 2007 to Feb 13, 2026
Oct 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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