Corticeira Amorim Sgps Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.40% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9097 | 7.91 | |
| 0.1333 | 29.45 | |
| 0.9433 | 128.65 | |
| 3.3158 | 19.46 |
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Jul 18, 1991 to Feb 6, 2026
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