Vulcabras SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.78% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3102 | 4.12 | |
| 0.1053 | 4.88 | |
| 0.7808 | 22.39 | |
| 0.7164 | 3.68 | |
| -1.0765 | -3.60 | |
| 0.7226 | 3.42 | |
| -0.8498 | -4.52 | |
| 0.8645 | 4.98 | |
| -0.4905 | -3.65 | |
| 0.0894 | 0.84 | |
| 0.0641 | 0.87 |
Estimation Period:
Mar 29, 2005 to Feb 6, 2026
Mar 29, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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