Rumo Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.81% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2633 | 2.56 | |
| 0.0830 | 3.04 | |
| 0.7561 | 12.54 | |
| -0.2205 | -0.43 | |
| 0.6854 | 1.06 | |
| -0.7667 | -2.01 | |
| 0.4901 | 1.35 | |
| -0.5984 | -1.89 | |
| 1.0434 | 3.35 | |
| -0.9503 | -3.66 |
Estimation Period:
Mar 13, 2017 to Feb 6, 2026
Mar 13, 2017 to Feb 6, 2026
News Impact Curve
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