Horizons Betapro S&Ptsx60 BE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.85% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 7.46 | |
| 0.1474 | 33.12 | |
| 0.9777 | 691.43 | |
| 0.1362 | 35.62 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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