Compremum S A AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.78% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1266 | 6.23 | |
| 0.0555 | 19.34 | |
| 0.9108 | 240.81 | |
| 1.5801 | 14.41 |
Estimation Period:
Jul 21, 2009 to Jan 30, 2026
Jul 21, 2009 to Jan 30, 2026
News Impact Curve
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