Vale SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.02% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 15.96 | |
| 0.1261 | 23.03 | |
| 0.9863 | 1,109.47 | |
| -0.0313 | -7.84 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
News Impact Curve
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