Corticeira Amorim Sgps Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.81% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1585 | 27.45 | |
| 0.6118 | 55.95 | |
| 0.0815 | 8.75 | |
| 0.0103 | 2.76 | |
| 0.0111 | 4.04 | |
| 0.9856 | 297.95 |
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Jul 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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