Vale SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.54% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2715 | 3.69 | |
| 0.0642 | 6.65 | |
| 0.9123 | 78.33 | |
| -0.0361 | -0.97 | |
| 0.0731 | 1.41 | |
| -0.0646 | -2.22 | |
| 0.0674 | 2.21 | |
| -0.0916 | -2.39 | |
| 0.0784 | 2.53 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
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