Banco DE Valores S A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.30% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8346 | 4.37 | |
| 0.2899 | 4.08 | |
| 0.0000 | 0.00 | |
| 31.8059 | 7.56 | |
| -39.4657 | -4.67 | |
| 7.1449 | 0.82 | |
| 4.7343 | 0.66 | |
| -10.7906 | -1.53 | |
| 7.0225 | 1.08 | |
| 0.6934 | 0.12 | |
| 4.1781 | 0.74 | |
| -8.3648 | -1.34 | |
| -10.7440 | -0.92 |
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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