Totvs Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.64% (-5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2499 | 6.56 | |
| 0.0895 | 5.39 | |
| 0.8195 | 22.20 | |
| -0.0020 | -0.15 | |
| 0.0195 | 1.02 | |
| -0.0495 | -2.98 |
Estimation Period:
Mar 9, 2006 to Feb 6, 2026
Mar 9, 2006 to Feb 6, 2026
News Impact Curve
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