Vale SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.26% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1043 | 5.64 | |
| 0.0538 | 41.87 | |
| 0.9925 | 731.94 | |
| 5.1236 | 11.97 |
Estimation Period:
Oct 18, 1994 to Jan 30, 2026
Oct 18, 1994 to Jan 30, 2026
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