Automob Participacoes S A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.44% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3138 | 4.19 | |
| 0.3049 | 2.94 | |
| 0.3766 | 2.61 | |
| 1.0225 | 1.00 |
Estimation Period:
Dec 16, 2024 to Feb 20, 2026
Dec 16, 2024 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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