PBG SA/ Brazil Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.47% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6160 | 7.63 | |
| 0.1206 | 5.32 | |
| 0.7299 | 14.89 | |
| 0.0341 | 3.85 | |
| -0.0110 | -0.82 | |
| -0.0625 | -4.87 |
Estimation Period:
May 17, 2001 to Feb 13, 2026
May 17, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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