XP Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.95% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0068 | 2.84 | |
| 0.0320 | 3.86 | |
| 0.9678 | 55.24 | |
| 3.7293 | 1.86 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
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