Falabella Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.25% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4975 | 7.28 | |
| 0.1063 | 9.06 | |
| 0.8558 | 58.09 | |
| 0.0214 | 2.36 | |
| -0.0359 | -2.62 | |
| 0.0326 | 3.58 | |
| -0.0267 | -4.52 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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