FII BTG Pactual Agro Logisti EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.80% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 7.52 | |
| 0.3416 | 20.64 | |
| 0.8579 | 85.22 | |
| 0.0113 | 0.75 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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