Livetech Da Bahia Industria Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.60% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0392 | 4.94 | |
| 0.1064 | 3.11 | |
| 0.0000 | 0.00 | |
| 3.2398 | 1.00 | |
| -7.1568 | -1.55 | |
| 7.8966 | 2.92 | |
| -7.6211 | -2.94 | |
| 1.3855 | 0.45 | |
| 10.2377 | 2.87 | |
| -14.1478 | -3.95 | |
| 12.4034 | 4.19 | |
| -14.0706 | -2.92 | |
| 9.3337 | 1.10 |
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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