Americanas S A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.79% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.3064 | 9.09 | |
| 0.1123 | 25.85 | |
| 0.9560 | 194.00 | |
| 4.6862 | 9.28 |
Estimation Period:
May 9, 2005 to Feb 13, 2026
May 9, 2005 to Feb 13, 2026
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