Refinaria Petroleo Manguinh Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:96.35% (-28.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3268 | 4.95 | |
| 0.2143 | 5.75 | |
| 0.4930 | 7.75 | |
| 0.6466 | 2.78 | |
| -1.0366 | -2.44 | |
| 0.6379 | 1.63 | |
| -0.3422 | -1.44 | |
| 0.1024 | 0.58 | |
| 0.0700 | 0.33 | |
| -0.0772 | -0.27 | |
| -0.1700 | -0.40 | |
| 0.2119 | 0.46 | |
| 0.3961 | 0.61 |
Estimation Period:
Jan 27, 2005 to Feb 6, 2026
Jan 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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