Tubos Reunidos SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.53% (-5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4238 | 2.86 | |
| 0.1378 | 6.11 | |
| 0.7639 | 21.79 | |
| -0.0517 | -0.70 | |
| 0.0225 | 0.23 | |
| 0.0659 | 1.56 | |
| -0.0193 | -0.48 | |
| -0.0890 | -1.82 | |
| 0.1080 | 2.87 |
Estimation Period:
Nov 23, 2001 to Feb 6, 2026
Nov 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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