Vale SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.25% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9327 | 9.33 | |
| 0.0605 | 6.72 | |
| 0.9274 | 97.48 | |
| -0.0001 | -0.27 |
Estimation Period:
Mar 22, 2002 to Feb 6, 2026
Mar 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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