Vinci Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.08% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 2.43 | |
| 0.0683 | 6.87 | |
| 0.9778 | 265.86 | |
| -0.1046 | -14.72 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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