Aurea SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.16% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1989 | 15.88 | |
| 0.0903 | 29.30 | |
| 0.8880 | 281.65 | |
| 0.5499 | 6.88 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities