Vale SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.40% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5368 | 5.79 | |
| 0.0649 | 6.57 | |
| 0.9131 | 78.60 | |
| 0.0054 | 1.03 | |
| 0.0021 | 0.23 | |
| -0.0299 | -2.09 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
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