Vale SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.00% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0228 | 6.80 | |
| 0.7709 | 34.25 | |
| 0.0952 | 12.36 | |
| 0.1001 | 1.75 | |
| 0.0699 | 2.12 | |
| 0.9170 | 23.74 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts