Vinci Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.10% (+22.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6230 | 3.79 | |
| 0.0750 | 2.16 | |
| 0.7924 | 10.95 | |
| -0.2705 | -0.25 | |
| 0.2419 | 0.15 | |
| 1.6669 | 1.50 | |
| -4.4996 | -3.76 | |
| 4.8648 | 4.27 | |
| -3.5866 | -3.48 | |
| 2.7132 | 2.22 | |
| -0.6909 | -0.68 | |
| -1.4830 | -1.20 | |
| 1.4210 | 0.88 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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