Petroleo Brasileiro SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.07% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1993 | 4.20 | |
| 0.0848 | 5.88 | |
| 0.8646 | 43.87 | |
| -0.1142 | -1.57 | |
| 0.2152 | 1.78 | |
| -0.1552 | -1.88 | |
| 0.1253 | 2.11 | |
| -0.1381 | -2.49 | |
| 0.1738 | 3.50 | |
| -0.2253 | -4.74 | |
| 0.1952 | 3.74 | |
| -0.1378 | -2.48 | |
| 0.0930 | 2.25 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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