XP Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.27% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.4900 | 4,900,380.00 | |
| 0.0004 | 4,320.00 | |
| -0.4631 | -4,631,220.00 | |
| 0.0438 | 437,980.00 | |
| 0.0009 | 8,610.00 | |
| 0.1816 | 1,816,250.00 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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