Saga Falabella SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:167.64% (+43.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6469 | 3.44 | |
| 0.3271 | 2.41 | |
| 0.3534 | 3.01 | |
| 85.4908 | 11.86 | |
| -122.9270 | -7.94 | |
| 55.6994 | 3.24 | |
| -32.2483 | -2.50 | |
| 25.1785 | 2.85 | |
| -15.2325 | -2.10 | |
| 4.9259 | 0.70 | |
| -1.6544 | -0.18 |
Estimation Period:
Jan 2, 1995 to Nov 28, 2025
Jan 2, 1995 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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