Diagnosticos da America SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:74.02% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0537 | 9.27 | |
| 0.9163 | 95.33 | |
| 0.0188 | 2.96 | |
| 0.0098 | 4.45 | |
| 0.0049 | 3.93 | |
| 0.9945 | 752.23 |
Estimation Period:
Nov 19, 2004 to Jan 30, 2026
Nov 19, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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