Vale SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.30% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 15.77 | |
| 0.1253 | 22.94 | |
| 0.9865 | 1,117.20 | |
| -0.0315 | -7.91 |
Estimation Period:
Oct 18, 1994 to Jan 30, 2026
Oct 18, 1994 to Jan 30, 2026
News Impact Curve
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