Brasilagro Cia Bras De Prop Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.97% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4100 | 3.90 | |
| 0.1193 | 5.87 | |
| 0.7465 | 15.72 | |
| -0.6218 | -2.58 | |
| 0.9911 | 2.93 | |
| -0.5583 | -2.11 | |
| 0.4372 | 1.65 | |
| -0.5901 | -2.17 | |
| 0.6832 | 2.51 | |
| -0.3847 | -1.62 | |
| -0.0092 | -0.04 | |
| -0.1295 | -0.39 | |
| 0.3268 | 0.74 |
Estimation Period:
May 9, 2006 to Feb 6, 2026
May 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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