Facephi Biometria Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.55% (-5.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0064 | 8.34 | |
| 0.2097 | 4.33 | |
| 0.6168 | 9.43 | |
| -0.0320 | -2.47 | |
| 0.0471 | 2.88 |
Estimation Period:
Jul 2, 2014 to Feb 6, 2026
Jul 2, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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