Vale SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.46% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0694 | 17.75 | |
| 0.7484 | 35.02 | |
| 0.0398 | 4.53 | |
| 0.0695 | 2.29 | |
| 0.0568 | 2.57 | |
| 0.9337 | 36.57 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
News Impact Curve
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