Ipopema Securities SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.61% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2531 | 5.97 | |
| 0.1705 | 5.90 | |
| 0.4357 | 5.10 | |
| 0.5359 | 2.34 | |
| -0.8461 | -2.56 | |
| 0.5531 | 3.10 | |
| -0.4266 | -2.92 | |
| 0.3664 | 2.58 | |
| -0.3442 | -2.32 | |
| 0.1714 | 1.15 | |
| -0.0326 | -0.21 | |
| 0.0843 | 0.69 |
Estimation Period:
May 26, 2009 to Feb 6, 2026
May 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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