Diagnosticos da America SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.81% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0544 | 9.26 | |
| 0.9145 | 94.54 | |
| 0.0191 | 2.99 | |
| 0.0102 | 4.49 | |
| 0.0049 | 3.93 | |
| 0.9943 | 744.82 |
Estimation Period:
Nov 19, 2004 to Feb 13, 2026
Nov 19, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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