Americanas S A GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.28% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7982 | 22.04 | |
| 0.1338 | 22.11 | |
| 0.8225 | 127.58 |
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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