Alpargatas Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.05% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 15.31 | |
| 0.1352 | 26.79 | |
| 0.9886 | 1,014.98 | |
| -0.0212 | -3.18 |
Estimation Period:
Aug 1, 1994 to Feb 6, 2026
Aug 1, 1994 to Feb 6, 2026
News Impact Curve
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