Meliuz Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.61% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0929 | 4.66 | |
| 0.1674 | 2.41 | |
| 0.3305 | 2.11 | |
| 2.3164 | 1.37 | |
| -5.8885 | -1.74 | |
| 7.6672 | 2.00 | |
| -7.8375 | -2.10 | |
| 6.6854 | 2.95 | |
| -4.3824 | -1.20 | |
| 0.9818 | 0.25 | |
| 1.1819 | 0.54 |
Estimation Period:
Nov 5, 2020 to Feb 6, 2026
Nov 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities