Hapvida Participac Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:84.33% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8187 | 5.17 | |
| 0.0796 | 3.06 | |
| 0.7489 | 8.46 | |
| 0.4291 | 0.50 | |
| 0.7005 | 0.42 | |
| -3.2195 | -1.72 | |
| 4.4190 | 2.78 | |
| -4.1116 | -4.74 | |
| 2.0103 | 3.65 | |
| 0.5048 | 0.67 | |
| -0.4852 | -0.43 |
Estimation Period:
Apr 25, 2018 to Feb 6, 2026
Apr 25, 2018 to Feb 6, 2026
News Impact Curve
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