C&A Modas S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.35% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0004 | 5.01 | |
| 0.1152 | 3.70 | |
| 0.8034 | 16.59 | |
| 0.3758 | 2.84 | |
| -0.6149 | -3.12 | |
| 0.3096 | 2.78 |
Estimation Period:
Oct 28, 2019 to Feb 6, 2026
Oct 28, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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