Totvs Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.11% (-6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2525 | 4.44 | |
| 0.0926 | 5.40 | |
| 0.7830 | 15.92 | |
| -0.0118 | -0.07 | |
| 0.0669 | 0.27 | |
| -0.1825 | -1.23 | |
| 0.3340 | 2.17 | |
| -0.3988 | -3.17 | |
| 0.3964 | 3.68 | |
| -0.3731 | -3.26 | |
| 0.1920 | 1.65 | |
| 0.0061 | 0.07 |
Estimation Period:
Mar 9, 2006 to Feb 6, 2026
Mar 9, 2006 to Feb 6, 2026
News Impact Curve
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