Vale SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.90% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9949 | 10.39 | |
| 0.0527 | 28.27 | |
| 0.9887 | 764.07 | |
| 9.2258 | 3.84 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
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