Diagnosticos da America SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.83% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6821 | 5.47 | |
| 0.0632 | 3.90 | |
| 0.9077 | 32.88 | |
| -0.0614 | -1.70 | |
| 0.1336 | 2.29 | |
| -0.1259 | -2.67 | |
| 0.0640 | 1.91 |
Estimation Period:
Nov 19, 2004 to Feb 6, 2026
Nov 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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