Arandu Investimentos SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.44% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2306 | 3.37 | |
| 0.2678 | 3.19 | |
| 0.6737 | 8.42 | |
| 0.7304 | 1.33 | |
| -2.4694 | -2.72 | |
| 4.4163 | 5.61 | |
| -4.0277 | -6.34 |
Estimation Period:
May 17, 2021 to Feb 13, 2026
May 17, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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