Vale SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.70% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1109 | 5.64 | |
| 0.0540 | 41.72 | |
| 0.9925 | 727.61 | |
| 5.1229 | 11.94 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
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