Oi SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:1,614.83% (-28.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4057 | 5.99 | |
| 0.1576 | 7.28 | |
| 0.7181 | 19.88 | |
| 0.1877 | 1.60 | |
| -0.2077 | -1.03 | |
| -0.0253 | -0.15 | |
| 0.0412 | 0.32 | |
| 0.2274 | 2.11 | |
| -0.4951 | -4.62 | |
| 0.4957 | 3.88 | |
| -0.4984 | -3.20 | |
| 1.4644 | 7.60 |
Estimation Period:
Nov 16, 2001 to Nov 14, 2025
Nov 16, 2001 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts