Nexa Resources Peru SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.90% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3411 | 3.45 | |
| 0.1484 | 6.31 | |
| 0.7492 | 16.22 | |
| -0.2504 | -2.55 | |
| 0.4424 | 3.41 | |
| -0.3168 | -3.69 | |
| 0.2912 | 3.18 | |
| -0.2338 | -2.46 | |
| 0.0649 | 0.71 | |
| -0.0428 | -0.39 | |
| 0.0853 | 0.95 |
Estimation Period:
Jun 9, 1992 to Feb 6, 2026
Jun 9, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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