Automob Participacoes S A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.27% (+11.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 810.1533 | 4.55 | |
| 0.3279 | 21.52 | |
| 0.9986 | 3,190.35 | |
| 6.5902 | 5.18 |
Estimation Period:
Dec 16, 2024 to Feb 13, 2026
Dec 16, 2024 to Feb 13, 2026
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