Sao Martinho Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.73% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6974 | 3.89 | |
| 0.0693 | 4.52 | |
| 0.8757 | 39.06 | |
| -0.6292 | -3.28 | |
| 0.8463 | 3.23 | |
| -0.2766 | -1.71 | |
| 0.2269 | 0.96 | |
| -0.4936 | -1.45 | |
| 0.7135 | 2.31 | |
| -0.6486 | -3.35 | |
| 0.3752 | 2.27 | |
| -0.1528 | -1.21 |
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Feb 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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