Iguatemi S A Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.01% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 1.25 | |
| 0.1900 | 1.92 | |
| 0.8098 | 8.21 | |
| -6.0852 | -7.06 | |
| 6.5463 | 5.11 | |
| -0.4269 | -0.69 | |
| -0.1475 | -0.35 | |
| 0.4722 | 0.82 | |
| -1.7308 | -1.53 | |
| 2.9621 | 1.51 | |
| -1.7527 | -0.40 | |
| -0.2098 | -0.04 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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