Direcional Engenharia Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.35% (+4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2321 | 4.75 | |
| 0.0500 | 17.50 | |
| 0.9832 | 239.11 | |
| 5.2308 | 4.13 |
Estimation Period:
Nov 20, 2009 to Feb 6, 2026
Nov 20, 2009 to Feb 6, 2026
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