Grazziotin Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.44% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1640 | 10.84 | |
| 0.1787 | 16.54 | |
| 0.9214 | 115.56 | |
| -0.0120 | -1.31 |
Estimation Period:
Jun 22, 2005 to Feb 13, 2026
Jun 22, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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