Vale SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.80% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1009 | 15.29 | |
| 0.0354 | 15.81 | |
| 0.9274 | 409.62 | |
| 0.0490 | 7.45 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts