Aurea SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.75% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1010 | 18.75 | |
| 0.7688 | 71.50 | |
| 0.0683 | 9.34 | |
| 0.0213 | 3.74 | |
| 0.0165 | 5.47 | |
| 0.9812 | 263.49 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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