Vitura SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.46% (+14.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7409 | 4.23 | |
| 0.2460 | 4.57 | |
| 0.5976 | 10.51 | |
| -0.1459 | -0.92 | |
| 0.1288 | 0.54 | |
| -0.0183 | -0.10 | |
| 0.2311 | 1.17 | |
| -0.4989 | -1.60 | |
| 0.7186 | 1.90 | |
| -0.7970 | -2.46 | |
| 0.8218 | 3.21 | |
| -1.2264 | -4.05 |
Estimation Period:
Mar 28, 2006 to Feb 6, 2026
Mar 28, 2006 to Feb 6, 2026
News Impact Curve
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