PRIO SA/Brazil Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.52% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6987 | 4.20 | |
| 0.1577 | 4.20 | |
| 0.7084 | 17.42 | |
| -0.0926 | -0.24 | |
| -0.2924 | -0.51 | |
| 0.9718 | 1.99 | |
| -1.3627 | -2.22 | |
| 1.3595 | 2.47 | |
| -0.5672 | -1.19 | |
| -0.3283 | -0.62 | |
| 0.2232 | 0.58 | |
| 0.3421 | 1.02 | |
| -0.3860 | -0.75 |
Estimation Period:
Oct 25, 2010 to Feb 6, 2026
Oct 25, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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