Americanas S A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.70% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7268 | 4.95 | |
| 0.1378 | 5.95 | |
| 0.7779 | 25.65 | |
| -0.0781 | -1.35 | |
| 0.1683 | 1.98 | |
| -0.1783 | -2.42 | |
| 0.1338 | 1.75 | |
| -0.0268 | -0.44 | |
| -0.1029 | -1.48 |
Estimation Period:
May 9, 2005 to Feb 13, 2026
May 9, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Americanas S A Analyses
Other Spline-GARCH Analyses on International Equities