Marisa Lojas Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.95% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1988 | 7.71 | |
| 0.0789 | 4.72 | |
| 0.8261 | 23.31 | |
| 0.0557 | 1.83 | |
| -0.0114 | -0.25 | |
| -0.0817 | -2.23 | |
| 0.0752 | 2.04 | |
| -0.1929 | -3.43 |
Estimation Period:
Oct 22, 2007 to Feb 13, 2026
Oct 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Marisa Lojas Sa Analyses
Other Spline-GARCH Analyses on International Equities