BTG Pactual Logistica Fundo EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.74% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 14.30 | |
| 0.1418 | 13.68 | |
| 0.9952 | 756.79 | |
| -0.0075 | -1.19 |
Estimation Period:
Aug 12, 2010 to Feb 6, 2026
Aug 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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