Moura Dubeux Engenharia Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.07% (+9.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4506 | 4.73 | |
| 0.1554 | 2.81 | |
| 0.6117 | 5.46 | |
| 1.2535 | 4.75 | |
| -1.7142 | -4.78 | |
| 0.7523 | 3.07 | |
| -0.4185 | -1.00 |
Estimation Period:
Feb 13, 2020 to Feb 6, 2026
Feb 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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