Amica Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.41% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1210 | 15.55 | |
| 0.0625 | 28.94 | |
| 0.9146 | 300.05 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
News Impact Curve
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