Fibra Nova Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.26% (-20.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 90.00 | |
| 0.9293 | 9,292,700.00 | |
| 0.0707 | 707,280.00 | |
| 15.6182 | 156,181,800.00 | |
| -31.2170 | -312,169,900.00 | |
| 16.7520 | 167,520,000.00 | |
| -2.8888 | -28,888,190.00 | |
| 3.1959 | 31,958,820.00 | |
| -2.6584 | -26,583,980.00 | |
| 2.3231 | 23,230,990.00 | |
| -0.6853 | -6,853,180.00 |
Estimation Period:
Jul 25, 2018 to Feb 6, 2026
Jul 25, 2018 to Feb 6, 2026
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