B3 SA - Brasil Bolsa Balcao Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.09% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5747 | 7.20 | |
| 0.0569 | 5.51 | |
| 0.9152 | 59.79 | |
| 0.0242 | 3.73 | |
| -0.0348 | -2.86 |
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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