Diagnosticos da America SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.51% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0539 | 9.25 | |
| 0.9156 | 94.91 | |
| 0.0189 | 2.97 | |
| 0.0099 | 4.46 | |
| 0.0049 | 3.93 | |
| 0.9944 | 750.50 |
Estimation Period:
Nov 19, 2004 to Feb 6, 2026
Nov 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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