Vale SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.33% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8429 | 8.56 | |
| 0.0609 | 6.70 | |
| 0.9252 | 93.85 | |
| -0.0021 | -1.67 |
Estimation Period:
Mar 22, 2002 to Feb 13, 2026
Mar 22, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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