Azevedo E Travassos Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.58% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 5.04 | |
| 0.0670 | 7.74 | |
| 0.9330 | 120.76 |
Estimation Period:
May 23, 2011 to Feb 13, 2026
May 23, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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