Vocento SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.46% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3727 | 2.32 | |
| 0.1356 | 5.36 | |
| 0.5757 | 7.77 | |
| -0.5108 | -2.36 | |
| 0.7259 | 2.61 | |
| -0.3665 | -3.40 | |
| 0.1480 | 1.74 | |
| 0.1224 | 1.42 | |
| -0.2637 | -2.62 | |
| 0.2655 | 2.45 | |
| -0.2987 | -1.73 |
Estimation Period:
Nov 7, 2006 to Feb 6, 2026
Nov 7, 2006 to Feb 6, 2026
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