BTG Pactual Credito Agrocola EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.19% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 13.30 | |
| 0.1921 | 25.84 | |
| 0.9866 | 258.35 | |
| -0.0202 | -1.00 |
Estimation Period:
Mar 14, 2022 to Feb 6, 2026
Mar 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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