Cambuci Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.57% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 2.50 | |
| 0.0526 | 2.45 | |
| 0.5999 | 2.25 | |
| -67.6626 | -7.50 | |
| 77.1284 | 5.88 | |
| -12.7799 | -2.21 | |
| 5.4406 | 1.94 | |
| -3.2877 | -1.49 | |
| 1.1227 | 0.47 | |
| -0.4891 | -0.23 | |
| 1.4829 | 0.98 | |
| -1.2242 | -0.80 | |
| -0.0180 | -0.01 |
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Dec 23, 2019 to Feb 6, 2026
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