Joao Fortes Engenharia Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.42% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5799 | 4.90 | |
| 0.2177 | 5.23 | |
| 0.6754 | 13.22 | |
| -0.0347 | -0.23 | |
| -0.0972 | -0.40 | |
| 0.5390 | 2.76 | |
| -0.7653 | -4.11 | |
| 0.6007 | 2.99 | |
| -0.3902 | -2.01 | |
| 0.2399 | 1.11 | |
| -0.1644 | -0.78 | |
| 0.0884 | 0.63 |
Estimation Period:
May 22, 2001 to Feb 6, 2026
May 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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