Americanas S A EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.07% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1498 | 22.36 | |
| 0.2500 | 30.77 | |
| 0.9503 | 377.26 | |
| -0.0239 | -3.56 |
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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