Americanas S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.60% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7347 | 4.92 | |
| 0.1402 | 6.00 | |
| 0.7769 | 26.21 | |
| -0.0768 | -1.32 | |
| 0.1675 | 1.96 | |
| -0.1821 | -2.47 | |
| 0.1463 | 1.94 | |
| -0.0610 | -1.10 | |
| -0.0057 | -0.17 |
Estimation Period:
May 9, 2005 to Feb 13, 2026
May 9, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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