Nu Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.24% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5839 | 6.72 | |
| 0.0223 | 0.78 | |
| 0.5870 | 1.17 | |
| -2.0292 | -1.74 | |
| 2.8114 | 1.56 | |
| -0.3833 | -0.26 | |
| 1.2362 | 0.80 | |
| -4.5638 | -2.48 | |
| 4.3972 | 2.94 |
Estimation Period:
Mar 10, 2022 to Feb 6, 2026
Mar 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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