Aurea SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:77.12% (-10.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.2752 | 4.41 | |
| 0.1144 | 74.91 | |
| 0.9806 | 228.94 | |
| 2.1214 | 353.09 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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