Capitania Shoppings Fundo DE AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.15% (+20.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1345 | 18.05 | |
| 0.4396 | 18.59 | |
| 0.4429 | 36.17 | |
| -0.1728 | -6.74 |
Estimation Period:
Jul 18, 2023 to Feb 6, 2026
Jul 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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