Ferro SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.62% (+3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7520 | 21.71 | |
| 0.3460 | 18.32 | |
| 0.1119 | 3.04 | |
| 0.2412 | 13.18 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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