Vale SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.98% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 10.91 | |
| 0.1256 | 29.50 | |
| 0.9871 | 1,076.40 | |
| -0.0399 | -9.99 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts