Rossi Residencial SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.36% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 15.16 | |
| 0.1780 | 29.10 | |
| 0.9802 | 609.61 | |
| 0.0016 | 0.28 |
Estimation Period:
Oct 22, 1997 to Feb 13, 2026
Oct 22, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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