Stoneco Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:64.75% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1516 | 6.00 | |
| 0.1666 | 13.15 | |
| 0.9507 | 105.70 | |
| -0.0024 | -0.25 |
Estimation Period:
Jan 31, 2019 to Feb 13, 2026
Jan 31, 2019 to Feb 13, 2026
News Impact Curve
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