Cambuci Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.28% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0813 | 2.89 | |
| 0.5933 | 3.04 | |
| -85.1620 | -6.29 | |
| 96.4213 | 4.85 | |
| -14.7787 | -1.66 | |
| 5.7100 | 1.38 | |
| -3.4795 | -1.15 | |
| 1.4400 | 0.45 | |
| -0.8992 | -0.31 | |
| 1.8510 | 0.92 | |
| -1.5344 | -0.86 | |
| 0.6647 | 0.47 |
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Dec 23, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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