Automob Participacoes S A EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.95% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3428 | 10.06 | |
| 0.3736 | 14.79 | |
| 0.8571 | 63.11 | |
| -0.0700 | -2.35 |
Estimation Period:
Dec 16, 2024 to Feb 13, 2026
Dec 16, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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