XP Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.84% (+29.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7246 | 59.08 | |
| 0.7492 | 56.46 | |
| -0.7757 | -92.96 | |
| 0.0028 | 0.32 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities