Banco DE Valores S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.54% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6773 | 3.71 | |
| 0.2617 | 3.64 | |
| 0.2727 | 1.83 | |
| 31.0896 | 6.77 | |
| -38.7657 | -4.07 | |
| 7.0507 | 0.70 | |
| 5.0570 | 0.61 | |
| -11.6614 | -1.47 | |
| 8.7449 | 1.25 | |
| -1.6912 | -0.28 | |
| 7.9505 | 1.32 | |
| -16.5308 | -3.46 | |
| 11.3190 | 3.40 |
Estimation Period:
Jan 10, 2022 to Feb 6, 2026
Jan 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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