Vtex Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.59% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1632 | 6.14 | |
| 0.0579 | 1.37 | |
| 0.5264 | 1.41 | |
| -0.8568 | -1.85 | |
| 0.9773 | 1.27 | |
| 0.7630 | 0.87 | |
| -2.6368 | -1.94 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
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