Direcional Engenharia Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.13% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 11.53 | |
| 0.1580 | 19.77 | |
| 0.9576 | 302.57 | |
| -0.0546 | -8.11 |
Estimation Period:
Nov 20, 2009 to Feb 6, 2026
Nov 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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