Irb-Brasil Ressegu Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.12% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2820 | 4.36 | |
| 0.1111 | 3.11 | |
| 0.3005 | 1.51 | |
| -0.6877 | -0.60 | |
| 1.4233 | 0.71 | |
| -0.4930 | -0.23 | |
| -3.2384 | -1.62 | |
| 5.7243 | 4.49 | |
| -2.7916 | -3.05 | |
| -1.7852 | -2.10 | |
| 3.7966 | 3.76 | |
| -3.8089 | -3.15 | |
| 2.8605 | 3.10 |
Estimation Period:
Jul 31, 2017 to Feb 6, 2026
Jul 31, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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