Americanas S A AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.73% (-3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9138 | 24.60 | |
| 0.1455 | 24.61 | |
| 0.8032 | 135.33 | |
| 0.2568 | 3.69 |
Estimation Period:
May 9, 2005 to Feb 13, 2026
May 9, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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