Vale SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.34% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0782 | 12.72 | |
| 0.0625 | 29.43 | |
| 0.9233 | 397.11 | |
| 0.7260 | 16.13 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts