Aurea SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.04% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 12.48 | |
| 0.1429 | 26.84 | |
| 0.9852 | 842.07 | |
| -0.0523 | -9.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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