Caixa Seguridade Participaco MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.53% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0905 | 20.51 | |
| 0.9229 | 219.83 | |
| -0.0905 | -18.65 | |
| 0.7462 | 1.31 | |
| 0.2646 | 1.69 | |
| 0.3949 | 0.96 |
Estimation Period:
Apr 29, 2021 to Feb 6, 2026
Apr 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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