Ctt Correios De Portugal Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.48% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0021 | 6.18 | |
| 0.0989 | 3.68 | |
| 0.4866 | 3.40 | |
| 0.0217 | 0.08 | |
| 0.0870 | 0.17 | |
| -0.3619 | -0.74 | |
| 0.5843 | 1.34 | |
| -0.5853 | -2.05 | |
| 0.0635 | 0.25 | |
| 0.8253 | 2.58 | |
| -1.6353 | -3.49 |
Estimation Period:
Dec 5, 2013 to Feb 6, 2026
Dec 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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