B3 SA - Brasil Bolsa Balcao EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.08% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 14.64 | |
| 0.1220 | 24.84 | |
| 0.9851 | 962.04 | |
| -0.0321 | -8.51 |
Estimation Period:
Nov 30, 2007 to Feb 13, 2026
Nov 30, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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