B3 SA - Brasil Bolsa Balcao GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.35% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1138 | 15.87 | |
| 0.0587 | 24.78 | |
| 0.9227 | 323.52 |
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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