Vale SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.49% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 18.76 | |
| 0.0424 | 12.71 | |
| 0.9327 | 370.27 | |
| 0.0327 | 6.02 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
News Impact Curve
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