Vinci Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.99% (+18.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6511 | 4.05 | |
| 0.0855 | 2.04 | |
| 0.7619 | 8.44 | |
| -0.0150 | -0.01 | |
| -0.1097 | -0.07 | |
| 1.8205 | 1.67 | |
| -4.6042 | -3.90 | |
| 4.9101 | 4.36 | |
| -3.4550 | -3.45 | |
| 2.2126 | 1.98 | |
| 0.4048 | 0.45 | |
| -3.7586 | -2.39 | |
| 6.7802 | 1.96 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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