Direcional Engenharia Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.88% (+6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6613 | 6.55 | |
| 0.0889 | 4.02 | |
| 0.7877 | 16.87 | |
| -0.1871 | -1.99 | |
| 0.3784 | 2.79 | |
| -0.4048 | -4.53 | |
| 0.3618 | 3.80 | |
| -0.1891 | -1.82 | |
| -0.0835 | -0.85 | |
| 0.5397 | 4.09 |
Estimation Period:
Nov 20, 2009 to Feb 6, 2026
Nov 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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