Vtex Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.80% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1789 | 7.37 | |
| 0.0583 | 1.35 | |
| 0.5373 | 1.76 | |
| -0.6795 | -2.78 | |
| 1.2679 | 3.12 | |
| -0.7761 | -2.75 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
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