Inepar Industria Construcoes Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:95.45% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3766 | 4.00 | |
| 0.1094 | 5.90 | |
| 0.7764 | 17.83 | |
| 0.4400 | 2.50 | |
| -0.5336 | -2.07 | |
| 0.3366 | 1.89 | |
| -0.5896 | -3.60 | |
| 0.5331 | 3.22 | |
| -0.2536 | -1.19 | |
| 0.1878 | 0.63 | |
| -0.4963 | -1.27 | |
| 1.0862 | 2.24 |
Estimation Period:
Jun 24, 2008 to Feb 6, 2026
Jun 24, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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