Nexpe Participacoes S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.89% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1555 | 5.10 | |
| 0.0853 | 4.87 | |
| 0.8705 | 34.17 | |
| -0.1009 | -1.46 | |
| 0.2411 | 2.22 | |
| -0.1946 | -2.50 | |
| 0.0767 | 1.11 | |
| -0.1236 | -1.63 | |
| 0.1745 | 3.14 |
Estimation Period:
Oct 31, 2007 to Feb 6, 2026
Oct 31, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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