Rossi Residencial SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:49.03% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 15.15 | |
| 0.1777 | 29.01 | |
| 0.9802 | 608.83 | |
| 0.0016 | 0.27 |
Estimation Period:
Oct 22, 1997 to Jan 23, 2026
Oct 22, 1997 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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