Vinci Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.08% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 2.74 | |
| 0.0684 | 14.40 | |
| 0.8924 | 160.96 | |
| 1.0721 | 11.72 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities