Vale SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.34% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0918 | 18.28 | |
| 0.0605 | 27.23 | |
| 0.9275 | 398.42 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts