Vectis Datagro Credito Agron Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.19% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2731 | 4.55 | |
| 0.2366 | 3.47 | |
| 0.0000 | 0.00 | |
| 3.8418 | 1.18 | |
| -5.9182 | -1.11 | |
| 8.7654 | 2.17 | |
| -14.4665 | -3.73 | |
| 11.7223 | 2.96 | |
| -6.8239 | -1.83 | |
| 4.6150 | 1.61 |
Estimation Period:
Jul 1, 2022 to Feb 6, 2026
Jul 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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