Petroleo Brasileiro SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.15% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 0.66 | |
| 0.0801 | 0.94 | |
| 0.9665 | 18.12 | |
| 0.0139 | 0.19 |
Estimation Period:
Sep 24, 1992 to Jan 30, 2026
Sep 24, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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