Tegma Gestao Logistica Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.16% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0745 | 6.22 | |
| 0.0713 | 5.47 | |
| 0.8730 | 38.02 | |
| -0.1459 | -2.79 | |
| 0.3253 | 4.16 | |
| -0.3278 | -5.82 | |
| 0.2506 | 4.30 | |
| -0.2085 | -3.02 | |
| 0.1993 | 2.04 |
Estimation Period:
Jul 3, 2007 to Feb 6, 2026
Jul 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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