Magazine Luiza Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.09% (+9.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5840 | 5.79 | |
| 0.1731 | 3.31 | |
| 0.7311 | 13.72 | |
| -0.3250 | -1.89 | |
| 0.6633 | 1.84 | |
| -0.7311 | -1.55 | |
| 0.5902 | 1.17 | |
| -0.2864 | -0.57 | |
| 0.2724 | 0.62 | |
| -0.4318 | -1.47 | |
| 0.3590 | 2.08 |
Estimation Period:
May 2, 2011 to Feb 6, 2026
May 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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