Arandu Investimentos SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.31% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0941 | 9.57 | |
| 0.2523 | 20.17 | |
| 0.9758 | 316.52 | |
| -0.0420 | -2.63 |
Estimation Period:
May 17, 2021 to Feb 13, 2026
May 17, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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