Allpark Empreendimentos MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.75% (-8.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3845 | 17.56 | |
| 0.4287 | 20.13 | |
| -0.1445 | -3.62 | |
| 4.1705 | 0.70 | |
| 0.7660 | 0.74 | |
| 0.0169 | 0.01 |
Estimation Period:
May 15, 2020 to Feb 6, 2026
May 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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