Livetech Da Bahia Industria Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.85% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0310 | 4.92 | |
| 0.1047 | 3.10 | |
| 0.0000 | 0.00 | |
| 3.0532 | 0.94 | |
| -6.8465 | -1.48 | |
| 7.6707 | 2.84 | |
| -7.4555 | -2.88 | |
| 1.2892 | 0.42 | |
| 10.3303 | 2.90 | |
| -14.3997 | -3.97 | |
| 13.0654 | 4.45 | |
| -15.5654 | -4.64 | |
| 12.9328 | 3.92 |
Estimation Period:
Jul 26, 2021 to Feb 6, 2026
Jul 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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