Porto Seguro SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.64% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0214 | 9.90 | |
| 0.0931 | 7.25 | |
| 0.8509 | 38.44 | |
| -0.0002 | -0.10 |
Estimation Period:
Nov 22, 2004 to Feb 6, 2026
Nov 22, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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