Horizons Betapro S&Ptsx60 BU AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.41% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0560 | -7.81 | |
| 0.0888 | 28.45 | |
| 0.8877 | 282.79 | |
| 1.2970 | 27.66 |
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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