Horizons Betapro S&Ptsx60 BU EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.84% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 7.27 | |
| 0.1449 | 29.18 | |
| 0.9766 | 681.98 | |
| -0.1354 | -33.47 |
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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