B3 SA - Brasil Bolsa Balcao MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.69% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0322 | 7.32 | |
| 0.8168 | 55.02 | |
| 0.0381 | 8.60 | |
| 0.8175 | 0.47 | |
| 0.2535 | 0.49 | |
| 0.5869 | 0.69 |
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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