Itafos Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.51% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5873 | 7.46 | |
| 0.2117 | 5.20 | |
| 0.5329 | 8.01 | |
| 0.1805 | 1.43 | |
| 0.1307 | 0.64 | |
| -0.9946 | -6.69 | |
| 1.3023 | 9.73 | |
| -1.1164 | -7.40 | |
| 0.7119 | 4.36 | |
| -0.3917 | -1.94 |
Estimation Period:
Dec 30, 2009 to Feb 6, 2026
Dec 30, 2009 to Feb 6, 2026
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