V-Lab: Bradespar SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bradespar SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 25th, 2025:17.73% (-0.10%)

Analysis last updated: Thursday, September 25, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0171	7.59
$α$	0.0483	5.56
$β$	0.9220	62.52
$γ_{1}$	-0.1400	-2.34
$γ_{2}$	0.2689	2.68
$γ_{3}$	-0.2683	-3.34
$γ_{4}$	0.2722	3.72
$γ_{5}$	-0.1851	-2.14
$γ_{6}$	0.0657	0.53
$γ_{7}$	-0.0960	-0.71
$γ_{8}$	0.1494	1.72

Estimation Period:
Aug 10, 2000 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts