Supernova Fundo DE Investime AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.67% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 9.98 | |
| 0.1565 | 21.04 | |
| 0.8088 | 102.07 | |
| -0.1274 | -2.81 |
Estimation Period:
May 6, 2020 to Feb 6, 2026
May 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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