Horizons Betapro S&Ptsx60 BE AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.44% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0640 | -9.78 | |
| 0.0889 | 32.82 | |
| 0.8876 | 313.42 | |
| -1.3519 | -32.73 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Horizons Betapro S&Ptsx60 BE Analyses
Other AGARCH Analyses on ETFs