Rumo Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.10% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4343 | 4.29 | |
| 0.0839 | 3.20 | |
| 0.7706 | 13.87 | |
| 0.1794 | 2.58 | |
| -0.2956 | -3.15 | |
| 0.3163 | 4.16 |
Estimation Period:
Mar 13, 2017 to Feb 13, 2026
Mar 13, 2017 to Feb 13, 2026
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