Vale SA APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.25% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 10.68 | |
| 0.0610 | 31.22 | |
| 0.9298 | 380.60 | |
| 0.2429 | 14.56 | |
| 1.7240 | 24.41 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Depositary Receipts