Sao Martinho Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.47% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6819 | 3.87 | |
| 0.0699 | 4.42 | |
| 0.8720 | 37.48 | |
| -0.6521 | -3.42 | |
| 0.8814 | 3.40 | |
| -0.2966 | -1.87 | |
| 0.2372 | 1.02 | |
| -0.4909 | -1.47 | |
| 0.6916 | 2.26 | |
| -0.5893 | -2.96 | |
| 0.2370 | 1.24 | |
| 0.1804 | 0.62 |
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Feb 12, 2007 to Feb 6, 2026
News Impact Curve
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