Vulcabras SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.36% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3312 | 4.13 | |
| 0.1053 | 4.91 | |
| 0.7814 | 22.50 | |
| 0.7255 | 3.72 | |
| -1.0914 | -3.65 | |
| 0.7343 | 3.48 | |
| -0.8625 | -4.60 | |
| 0.8812 | 5.07 | |
| -0.5174 | -3.79 | |
| 0.1407 | 1.13 | |
| -0.0621 | -0.32 |
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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