Nexa Resources Peru SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.40% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2434 | 3.50 | |
| 0.1480 | 6.36 | |
| 0.7381 | 16.41 | |
| -0.2646 | -2.75 | |
| 0.4663 | 3.68 | |
| -0.3357 | -4.06 | |
| 0.3091 | 3.52 | |
| -0.2546 | -2.80 | |
| 0.0987 | 1.10 | |
| -0.1101 | -0.96 | |
| 0.2705 | 1.64 |
Estimation Period:
Jun 9, 1992 to Feb 6, 2026
Jun 9, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nexa Resources Peru SAA Analyses
Other Spline-GARCH Analyses on International Equities