Passus S.A. AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.20% (-13.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8530 | 9.11 | |
| 0.2030 | 10.56 | |
| 0.3711 | 9.11 | |
| 0.0783 | 0.19 |
Estimation Period:
May 18, 2021 to Feb 6, 2026
May 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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