B3 SA - Brasil Bolsa Balcao Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.64% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4763 | 7.05 | |
| 0.0574 | 5.70 | |
| 0.9168 | 64.58 | |
| 0.0182 | 3.34 | |
| -0.0213 | -3.17 |
Estimation Period:
Nov 30, 2007 to Feb 13, 2026
Nov 30, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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