Saga Falabella SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:178.64% (+56.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3442 | 0.00 | |
| 0.4297 | 0.00 | |
| 0.5703 | 0.00 | |
| 56.1718 | 0.00 | |
| -130.2160 | -0.00 | |
| 101.2412 | 0.02 | |
| -39.5963 | -0.07 | |
| 14.7893 | 0.07 | |
| -11.0535 | -0.00 | |
| 34.8470 | 0.00 | |
| -57.7149 | -0.00 | |
| 62.6065 | 0.00 | |
| -67.4465 | -0.00 |
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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