Petroleo Brasileiro SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.76% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 0.67 | |
| 0.0797 | 0.96 | |
| 0.9667 | 18.56 | |
| 0.0139 | 0.20 |
Estimation Period:
Sep 24, 1992 to Feb 13, 2026
Sep 24, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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